+133.5%
QLD vs ARMK
+83.8%
+49.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -3.9% | -8.8% | -10.5% |
| 7D | -18.6% | -10.2% | -8.3% | -13.4% |
| 30D | -28.3% | -9.3% | -19.0% | -24.1% |
| 3M | -20.4% | -11.4% | -9.0% | -15.1% |
| 6M | -14.3% | +11.6% | -25.9% | -20.6% |
| YTD | +2.8% | +37.5% | -34.7% | -16.7% |
| 1Y | -1.2% | +34.9% | -36.1% | -19.2% |
| All | +133.5% | +83.8% | +49.7% | +70.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling