+152.0%
QQQM vs ARMK
+210.3%
-58.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.2% | -2.3% | -0.1% |
| 7D | -0.6% | +3.1% | -3.7% | -1.5% |
| 30D | -1.2% | -2.8% | +1.6% | -0.4% |
| 3M | -0.1% | +7.6% | -7.7% | -2.7% |
| 6M | +18.0% | +47.9% | -29.9% | +3.2% |
| YTD | +16.7% | +60.0% | -43.3% | -0.8% |
| 1Y | +23.0% | +52.2% | -29.2% | +6.1% |
| 3Y | +93.3% | +131.4% | -38.1% | +42.0% |
| 5Y | +96.3% | +163.2% | -66.9% | +38.8% |
| All | +152.0% | +210.3% | -58.3% | +74.8% |
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 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