-71.3%
QS vs ARMK
+41.1%
-112.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -4.2% | +11.7% | +9.5% |
| 7D | +4.5% | -5.8% | +10.3% | +7.3% |
| 30D | -4.1% | -5.3% | +1.1% | -2.1% |
| 3M | -22.1% | -6.7% | -15.4% | -19.9% |
| 6M | -38.4% | +17.4% | -55.8% | -46.4% |
| YTD | -57.5% | +43.0% | -100.5% | -65.7% |
| 1Y | -71.3% | +40.3% | -111.6% | -76.8% |
| All | -71.3% | +41.1% | -112.4% | -76.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling