+311.3%
ARM vs OMC
+15.2%
+296.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.8% | +5.5% | +4.4% |
| 7D | +11.4% | -5.8% | +17.1% | +13.6% |
| 30D | -7.4% | -4.8% | -2.6% | -6.0% |
| 3M | -24.5% | +9.2% | -33.7% | -28.1% |
| 6M | +128.7% | -2.5% | +131.1% | +127.8% |
| YTD | +139.3% | +2.6% | +136.7% | +131.7% |
| 1Y | +88.0% | +5.9% | +82.0% | +76.2% |
| All | +311.3% | +15.2% | +296.0% | +200.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling