+838.3%
QQQ vs ARMK
+350.8%
+487.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.4% |
| 7D | +0.4% | -2.4% | +2.8% | +1.0% |
| 30D | +0.2% | 0.0% | +0.2% | +0.1% |
| 3M | -2.8% | +6.7% | -9.5% | -4.6% |
| 6M | +18.0% | +38.8% | -20.8% | +7.9% |
| YTD | +17.3% | +55.2% | -37.9% | +4.1% |
| 1Y | +25.6% | +46.6% | -21.0% | +12.9% |
| 3Y | +93.7% | +112.9% | -19.2% | +56.6% |
| 5Y | +94.2% | +144.0% | -49.8% | +50.9% |
| 10Y | +557.9% | +132.4% | +425.4% | +420.4% |
| All | +838.3% | +350.8% | +487.5% | +559.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling