+19.3%
ARM vs OMC
+24.5%
-5.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +5.2% | -10.5% | -4.5% |
| 7D | -18.7% | +12.5% | -31.2% | -17.3% |
| 30D | -36.7% | +16.3% | -53.0% | -35.5% |
| 3M | -31.6% | +8.1% | -39.7% | -30.5% |
| 6M | -5.6% | +17.2% | -22.8% | -4.7% |
| YTD | +75.5% | +11.8% | +63.7% | +73.6% |
| 1Y | +19.3% | +23.9% | -4.6% | +18.8% |
| All | +19.3% | +24.5% | -5.2% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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