+153.2%
QQQM vs ARMK
+205.2%
-52.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.5% |
| 7D | +1.5% | +1.7% | -0.2% | +1.0% |
| 30D | -0.7% | +3.1% | -3.8% | -1.8% |
| 3M | +0.4% | +9.2% | -8.8% | -2.6% |
| 6M | +20.1% | +43.7% | -23.6% | +6.0% |
| YTD | +17.2% | +57.4% | -40.1% | +0.2% |
| 1Y | +24.7% | +51.9% | -27.1% | +7.6% |
| 3Y | +96.6% | +125.4% | -28.8% | +45.7% |
| 5Y | +95.0% | +149.1% | -54.0% | +39.2% |
| All | +153.2% | +205.2% | -52.0% | +76.6% |
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