+31.2%
OMC vs ARMK
+101.3%
-70.0%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.2% | -1.7% | +1.1% |
| 7D | +5.4% | +0.9% | +4.4% | +4.9% |
| 30D | +15.7% | -0.4% | +16.1% | +15.4% |
| 3M | +4.9% | -2.0% | +6.9% | +5.0% |
| 6M | +17.3% | +22.0% | -4.7% | +7.4% |
| YTD | +13.0% | +49.6% | -36.6% | -5.1% |
| 1Y | +24.1% | +46.4% | -22.3% | +5.0% |
| 3Y | +31.2% | +103.2% | -72.0% | +5.3% |
| All | +31.2% | +101.3% | -70.0% | +5.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling