-18.6%
QS vs ARMK
+125.3%
-143.9%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.6% | +1.1% |
| 7D | +2.2% | +1.7% | +0.5% | +1.1% |
| 30D | -8.1% | +3.1% | -11.2% | -10.1% |
| 3M | -27.0% | +9.2% | -36.3% | -31.6% |
| 6M | -16.4% | +43.7% | -60.1% | -34.9% |
| YTD | -46.4% | +57.4% | -103.7% | -60.5% |
| 1Y | -41.1% | +51.9% | -93.0% | -55.6% |
| 3Y | -18.6% | +125.4% | -144.0% | -55.9% |
| All | -18.6% | +125.3% | -143.9% | -55.9% |
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