+86.1%
ARM vs OMC
+9.8%
+76.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.5% | +6.4% | +3.9% |
| 7D | +5.5% | -6.4% | +11.9% | +5.2% |
| 30D | -8.2% | +1.1% | -9.3% | -8.1% |
| 3M | -35.9% | +10.4% | -46.3% | -35.7% |
| 6M | +103.1% | -1.7% | +104.8% | +102.2% |
| YTD | +130.6% | +4.4% | +126.2% | +125.9% |
| 1Y | +86.1% | +8.4% | +77.6% | +84.1% |
| All | +86.1% | +9.8% | +76.3% | +84.1% |
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