+799.1%
QQQ vs ARMK
+327.8%
+471.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | +6.4% | +7.1% | -0.8% | +4.5% |
| 30D | -7.5% | -1.6% | -5.8% | -7.1% |
| 3M | -4.8% | -10.5% | +5.7% | -2.2% |
| 6M | -2.5% | +11.8% | -14.3% | -5.6% |
| YTD | +12.4% | +47.3% | -34.9% | +1.0% |
| 1Y | +11.3% | +41.5% | -30.1% | +1.0% |
| 3Y | +85.0% | +95.3% | -10.4% | +52.8% |
| 5Y | +79.6% | +108.1% | -28.5% | +44.8% |
| 10Y | +535.9% | +132.0% | +403.9% | +400.5% |
| All | +799.1% | +327.8% | +471.2% | +540.2% |
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