-60.8%
QS vs ARMK
+220.5%
-281.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +0.2% | -8.0% | -7.9% |
| 7D | -5.6% | +7.1% | -12.7% | -9.7% |
| 30D | -5.8% | -1.6% | -4.2% | -5.3% |
| 3M | -39.2% | -10.5% | -28.6% | -34.8% |
| 6M | -53.9% | +11.8% | -65.7% | -57.9% |
| YTD | -62.8% | +47.3% | -110.0% | -71.8% |
| 1Y | -73.5% | +41.5% | -115.0% | -79.4% |
| 3Y | -29.1% | +95.3% | -124.4% | -57.2% |
| 5Y | -90.0% | +108.1% | -198.2% | -94.2% |
| All | -60.8% | +220.5% | -281.3% | -77.1% |
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