+228.9%
ARM vs OMC
+23.9%
+204.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.8% | +5.6% | +4.9% |
| 7D | -15.2% | +6.3% | -21.5% | -16.6% |
| 30D | -40.7% | +15.4% | -56.0% | -43.2% |
| 3M | -39.1% | +5.8% | -44.8% | -40.4% |
| 6M | -26.4% | +14.7% | -41.1% | -30.9% |
| YTD | +59.7% | +10.3% | +49.4% | +51.3% |
| 1Y | +10.3% | +23.2% | -12.9% | -2.5% |
| 3Y | +228.9% | +24.6% | +204.2% | +147.5% |
| All | +228.9% | +23.9% | +204.9% | +147.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling