+296.4%
ARM vs OMC
+17.3%
+279.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.5% | +6.4% | +4.8% |
| 7D | +5.5% | -6.4% | +11.9% | +7.9% |
| 30D | -8.2% | +1.1% | -9.3% | -8.8% |
| 3M | -35.9% | +10.4% | -46.3% | -39.2% |
| 6M | +103.1% | -1.7% | +104.8% | +102.1% |
| YTD | +130.6% | +4.4% | +126.2% | +121.9% |
| 1Y | +86.1% | +8.4% | +77.6% | +72.7% |
| All | +296.4% | +17.3% | +279.1% | +187.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling