+83.6%
QQQ vs ARM
+239.6%
-156.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.6% | +3.4% | -0.4% |
| 7D | +3.6% | +9.1% | -5.5% | +2.0% |
| 30D | -6.7% | -19.9% | +13.2% | -3.6% |
| 3M | -7.0% | -31.6% | +24.6% | -2.2% |
| 6M | -4.7% | -13.9% | +9.2% | -4.9% |
| YTD | +11.1% | +74.3% | -63.3% | -2.6% |
| 1Y | +12.3% | +35.8% | -23.5% | +2.5% |
| 3Y | +83.3% | +268.6% | -185.3% | +41.9% |
| All | +83.6% | +239.6% | -156.1% | +46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling