+12.3%
QQQ vs ARM
+18.4%
-6.1%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.3% | +6.3% | +1.8% |
| 7D | -4.6% | -18.7% | +14.1% | -1.4% |
| 30D | -8.5% | -36.7% | +28.2% | -1.8% |
| 3M | -4.3% | -31.6% | +27.3% | +0.8% |
| 6M | +3.1% | -5.6% | +8.7% | +2.2% |
| YTD | +13.0% | +75.5% | -62.4% | -0.9% |
| 1Y | +12.3% | +19.3% | -7.1% | +13.3% |
| All | +12.3% | +18.4% | -6.1% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ARM.
Daily Out/Under-Performance
Portfolio return minus ARM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARM 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 1y: compounded portfolio wealth divided by compounded ARM 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…
1y analysis · Full analysis span regression · 6 months rolling