+32.3%
OMC vs ARMK
+134.7%
-102.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.3% | -3.1% |
| 7D | -4.2% | +0.3% | -4.6% | -4.3% |
| 30D | -7.5% | +2.4% | -9.9% | -8.3% |
| 3M | +4.6% | +6.1% | -1.4% | +2.5% |
| 6M | -4.8% | +41.8% | -46.6% | -15.4% |
| YTD | -1.0% | +55.5% | -56.6% | -14.7% |
| 1Y | +3.8% | +49.6% | -45.7% | -9.5% |
| 3Y | +10.2% | +122.8% | -112.6% | -16.0% |
| 5Y | +29.7% | +151.0% | -121.3% | -5.7% |
| 10Y | +32.3% | +137.9% | -105.6% | 0.0% |
| All | +32.3% | +134.7% | -102.4% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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