+67.2%
QLD vs ARMK
+96.3%
-29.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.5% | -1.9% | -0.9% |
| 7D | -10.3% | -2.6% | -7.6% | -8.3% |
| 30D | -26.1% | -5.2% | -20.9% | -22.8% |
| 3M | -17.8% | -6.5% | -11.2% | -14.0% |
| 6M | -15.6% | +15.3% | -30.8% | -26.2% |
| YTD | +5.4% | +43.6% | -38.2% | -24.0% |
| 1Y | +5.2% | +42.1% | -36.8% | -23.8% |
| 3Y | +139.4% | +94.0% | +45.4% | +23.7% |
| All | +67.2% | +96.3% | -29.1% | -24.0% |
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