-99.7%
QID vs ARMK
+350.8%
-450.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.8% |
| 7D | -0.6% | -2.4% | +1.8% | -1.8% |
| 30D | 0.0% | 0.0% | 0.0% | +0.2% |
| 3M | +3.7% | +6.7% | -2.9% | +7.5% |
| 6M | -29.9% | +38.8% | -68.7% | -16.0% |
| YTD | -28.8% | +55.2% | -84.0% | -9.3% |
| 1Y | -37.2% | +46.6% | -83.8% | -22.1% |
| 3Y | -73.7% | +112.9% | -186.6% | -57.5% |
| 5Y | -80.7% | +144.0% | -224.7% | -62.7% |
| 10Y | -99.1% | +132.4% | -231.5% | -98.2% |
| All | -99.7% | +350.8% | -450.5% | -99.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling