-38.8%
QS vs ARMK
+48.9%
-87.7%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.2% | -5.5% | -5.9% |
| 7D | -4.2% | +0.3% | -4.6% | -4.4% |
| 30D | -15.7% | +2.4% | -18.0% | -17.0% |
| 3M | -28.7% | +6.1% | -34.7% | -31.8% |
| 6M | -23.2% | +41.8% | -65.0% | -40.6% |
| YTD | -49.9% | +55.5% | -105.4% | -62.5% |
| 1Y | -38.8% | +49.6% | -88.4% | -50.1% |
| All | -38.8% | +48.9% | -87.7% | -50.1% |
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 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