+2,820.3%
QLD vs ARMK
+315.5%
+2,504.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.2% | +6.1% | +4.0% |
| 7D | -9.4% | -5.8% | -3.6% | -6.6% |
| 30D | -17.1% | -5.3% | -11.8% | -14.8% |
| 3M | -10.4% | -6.7% | -3.7% | -7.6% |
| 6M | +0.7% | +17.4% | -16.6% | -8.3% |
| YTD | +17.7% | +43.0% | -25.3% | -3.5% |
| 1Y | +14.7% | +40.3% | -25.6% | -5.3% |
| 3Y | +169.6% | +90.8% | +78.8% | +88.9% |
| 5Y | +86.7% | +102.2% | -15.6% | +29.2% |
| 10Y | +1,600.8% | +125.8% | +1,475.0% | +1,064.3% |
| All | +2,820.3% | +315.5% | +2,504.8% | +1,567.7% |
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