+24.7%
QQQ vs ARM
+88.5%
-63.8%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.7% | -3.8% | -0.7% |
| 7D | +1.5% | +11.4% | -9.9% | -0.3% |
| 30D | -0.6% | -7.4% | +6.8% | +0.5% |
| 3M | +0.4% | -24.5% | +24.9% | +3.8% |
| 6M | +20.1% | +128.7% | -108.6% | +1.8% |
| YTD | +17.2% | +139.3% | -122.0% | -1.6% |
| 1Y | +24.7% | +88.0% | -63.3% | +13.2% |
| All | +24.7% | +88.5% | -63.8% | +13.2% |
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