+1,520.2%
QLD vs ARMK
+130.7%
+1,389.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.8% | +5.4% | +5.0% |
| 7D | -1.2% | +2.8% | -4.0% | -2.3% |
| 30D | -15.7% | -1.8% | -13.9% | -14.8% |
| 3M | -10.0% | -10.9% | +0.8% | -4.7% |
| 6M | -11.2% | +21.2% | -32.5% | -20.0% |
| YTD | +16.4% | +47.0% | -30.7% | -4.9% |
| 1Y | +12.7% | +42.9% | -30.2% | -6.8% |
| 3Y | +152.3% | +95.0% | +57.3% | +77.9% |
| 5Y | +91.8% | +106.2% | -14.5% | +33.6% |
| 10Y | +1,520.2% | +131.6% | +1,388.6% | +1,187.6% |
| All | +1,520.2% | +130.7% | +1,389.5% | +1,187.6% |
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 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