+214.2%
ARM vs OMC
+24.6%
+189.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.1% |
| 7D | +19.8% | -0.3% | +20.1% | +19.9% |
| 30D | -21.8% | +10.6% | -32.4% | -24.4% |
| 3M | -26.5% | +2.6% | -29.1% | -27.4% |
| 6M | -3.9% | +16.6% | -20.5% | -10.7% |
| YTD | +82.8% | +10.9% | +71.9% | +72.0% |
| 1Y | +34.3% | +22.1% | +12.2% | +18.7% |
| 3Y | +282.2% | +27.5% | +254.7% | +159.5% |
| All | +214.2% | +24.6% | +189.6% | +123.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling