+83.4%
QQQ vs ARM
+232.1%
-148.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.7% | -3.1% | +2.4% |
| 7D | -0.3% | -5.3% | +5.1% | +0.6% |
| 30D | -9.6% | -30.0% | +20.5% | -4.4% |
| 3M | -5.9% | -34.1% | +28.1% | -0.3% |
| 6M | -4.3% | -12.6% | +8.4% | -4.7% |
| YTD | +11.0% | +70.4% | -59.5% | -2.3% |
| 1Y | +11.9% | +22.3% | -10.3% | +4.0% |
| 3Y | +86.7% | +261.2% | -174.5% | +45.2% |
| All | +83.4% | +232.1% | -148.7% | +47.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling