+552.9%
QQQ vs ARMK
+138.5%
+414.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -1.3% | -0.9% | -0.3% | -1.0% |
| 30D | -1.4% | -5.9% | +4.6% | +0.1% |
| 3M | +2.3% | +6.7% | -4.4% | +0.4% |
| 6M | +16.9% | +42.5% | -25.7% | +6.6% |
| YTD | +15.6% | +55.1% | -39.5% | +3.0% |
| 1Y | +22.6% | +50.3% | -27.7% | +10.0% |
| 3Y | +93.5% | +122.2% | -28.7% | +56.1% |
| 5Y | +93.9% | +155.2% | -61.3% | +51.1% |
| All | +552.9% | +138.5% | +414.3% | +450.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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