+195.0%
TQQQ vs ARMK
+96.6%
+98.3%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.8% | -3.8% |
| 7D | +10.4% | +2.7% | +7.7% | +8.1% |
| 30D | -22.2% | -1.5% | -20.7% | -20.6% |
| 3M | -25.1% | -11.6% | -13.5% | -16.8% |
| 6M | -25.0% | +6.7% | -31.8% | -29.6% |
| YTD | +10.1% | +47.4% | -37.4% | -23.6% |
| 1Y | +11.0% | +41.5% | -30.4% | -20.2% |
| 3Y | +195.0% | +95.5% | +99.4% | +80.2% |
| All | +195.0% | +96.6% | +98.3% | +80.2% |
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