+18.0%
QQQ vs ARM
+105.5%
-87.5%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.9% | -3.7% | -0.4% |
| 7D | +0.4% | +5.5% | -5.1% | -0.5% |
| 30D | +0.2% | -8.2% | +8.4% | +1.4% |
| 3M | -2.8% | -35.9% | +33.1% | +2.5% |
| 6M | +18.0% | +103.1% | -85.1% | +3.5% |
| All | +18.0% | +105.5% | -87.5% | +3.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling