+121.0%
QLD vs ARMK
+144.6%
-23.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +1.0% |
| 7D | +0.6% | -2.4% | +3.0% | +2.3% |
| 30D | -0.1% | 0.0% | -0.2% | -0.8% |
| 3M | -8.4% | +6.7% | -15.0% | -13.6% |
| 6M | +32.2% | +38.8% | -6.6% | +0.3% |
| YTD | +28.9% | +55.2% | -26.3% | -11.3% |
| 1Y | +43.8% | +46.6% | -2.8% | +3.0% |
| 3Y | +176.6% | +112.9% | +63.7% | +36.6% |
| All | +121.0% | +144.6% | -23.6% | -4.5% |
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 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