+801.9%
QQQ vs ARMK
+327.1%
+474.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.1% | +2.5% |
| 7D | -0.2% | +2.8% | -3.0% | -0.9% |
| 30D | -7.5% | -1.8% | -5.7% | -7.1% |
| 3M | -3.8% | -10.9% | +7.1% | -1.1% |
| 6M | -3.0% | +21.2% | -24.2% | -8.2% |
| YTD | +12.8% | +47.0% | -34.2% | +1.4% |
| 1Y | +11.6% | +42.9% | -31.3% | +1.0% |
| 3Y | +85.6% | +95.0% | -9.4% | +53.4% |
| 5Y | +82.1% | +106.2% | -24.1% | +47.0% |
| 10Y | +538.0% | +131.6% | +406.4% | +402.3% |
| All | +801.9% | +327.1% | +474.8% | +542.5% |
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