+57.0%
OMC vs ARMK
+125.8%
-68.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.7% |
| 7D | +6.8% | -0.7% | +7.5% | +6.9% |
| 30D | +16.2% | -1.3% | +17.5% | +16.2% |
| 3M | +6.0% | -2.5% | +8.5% | +6.2% |
| 6M | +17.7% | +20.8% | -3.1% | +9.8% |
| YTD | +13.5% | +48.2% | -34.7% | -1.1% |
| 1Y | +27.2% | +45.7% | -18.5% | +11.4% |
| 3Y | +30.4% | +96.6% | -66.2% | +3.1% |
| 5Y | +53.5% | +106.6% | -53.1% | +17.7% |
| 10Y | +57.0% | +132.6% | -75.6% | +20.0% |
| All | +57.0% | +125.8% | -68.8% | +20.0% |
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