+3,097.0%
QLD vs ARMK
+350.8%
+2,746.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.8% |
| 7D | +0.6% | -2.4% | +3.0% | +1.8% |
| 30D | -0.1% | 0.0% | -0.2% | -0.5% |
| 3M | -8.4% | +6.7% | -15.0% | -11.8% |
| 6M | +32.2% | +38.8% | -6.6% | +10.6% |
| YTD | +28.9% | +55.2% | -26.3% | +1.5% |
| 1Y | +43.8% | +46.6% | -2.8% | +16.2% |
| 3Y | +176.6% | +112.9% | +63.7% | +83.3% |
| 5Y | +121.6% | +144.0% | -22.4% | +40.5% |
| 10Y | +1,652.9% | +132.4% | +1,520.5% | +1,095.7% |
| All | +3,097.0% | +350.8% | +2,746.1% | +1,653.2% |
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