-99.0%
QID vs ARMK
+125.8%
-224.8%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.3% | +0.8% |
| 7D | +1.8% | -0.7% | +2.5% | +1.9% |
| 30D | +21.6% | -1.3% | +22.9% | +21.9% |
| 3M | +12.6% | -2.5% | +15.1% | +12.5% |
| 6M | +6.9% | +20.8% | -13.9% | +19.1% |
| YTD | -20.5% | +48.2% | -68.7% | -0.9% |
| 1Y | -18.1% | +45.7% | -63.8% | +1.4% |
| 3Y | -70.7% | +96.6% | -167.2% | -55.1% |
| 5Y | -77.2% | +106.6% | -183.8% | -59.7% |
| 10Y | -99.0% | +132.6% | -231.6% | -98.2% |
| All | -99.0% | +125.8% | -224.8% | -98.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ARMK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling