-16.3%
QS vs ARMK
+101.3%
-117.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.2% | +2.6% | +4.3% |
| 7D | +13.7% | +0.9% | +12.8% | +12.9% |
| 30D | -0.2% | -0.4% | +0.1% | -0.5% |
| 3M | -24.8% | -2.0% | -22.9% | -24.5% |
| 6M | -39.4% | +22.0% | -61.3% | -47.3% |
| YTD | -56.1% | +49.6% | -105.7% | -66.2% |
| 1Y | -72.5% | +46.4% | -118.9% | -78.6% |
| 3Y | -16.3% | +103.2% | -119.5% | -44.9% |
| All | -16.3% | +101.3% | -117.6% | -44.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling