-76.9%
QID vs ARMK
+107.5%
-184.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +4.2% | -11.0% | -3.6% |
| 7D | -0.8% | +0.9% | -1.7% | +0.7% |
| 30D | +20.1% | -0.4% | +20.4% | +21.3% |
| 3M | +11.8% | -2.0% | +13.8% | +11.8% |
| 6M | +5.5% | +22.0% | -16.4% | +26.2% |
| YTD | -21.5% | +49.6% | -71.1% | +12.9% |
| 1Y | -22.6% | +46.4% | -69.0% | +9.4% |
| 3Y | -72.3% | +103.2% | -175.5% | -41.0% |
| 5Y | -76.9% | +108.1% | -185.0% | -31.6% |
| All | -76.9% | +107.5% | -184.4% | -31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling