-87.6%
QS vs ARMK
+107.5%
-195.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.2% | +2.6% | +3.3% |
| 7D | +13.7% | +0.9% | +12.8% | +12.6% |
| 30D | -0.2% | -0.4% | +0.1% | -0.6% |
| 3M | -24.8% | -2.0% | -22.9% | -24.5% |
| 6M | -39.4% | +22.0% | -61.3% | -50.3% |
| YTD | -56.1% | +49.6% | -105.7% | -70.1% |
| 1Y | -72.5% | +46.4% | -118.9% | -81.0% |
| 3Y | -16.3% | +103.2% | -119.5% | -61.1% |
| 5Y | -87.6% | +108.1% | -195.7% | -94.9% |
| All | -87.6% | +107.5% | -195.1% | -94.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling