+33.2%
OMC vs ARMK
+148.1%
-114.9%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.2% | -2.4% |
| 7D | -5.8% | +1.7% | -7.5% | -6.4% |
| 30D | -4.8% | +3.1% | -7.9% | -6.2% |
| 3M | +9.2% | +9.2% | 0.0% | +5.0% |
| 6M | -2.5% | +43.7% | -46.2% | -17.0% |
| YTD | +2.6% | +57.4% | -54.8% | -16.2% |
| 1Y | +5.9% | +51.9% | -45.9% | -12.3% |
| 3Y | +14.2% | +125.4% | -111.2% | -21.5% |
| 5Y | +33.2% | +149.1% | -115.8% | -15.8% |
| All | +33.2% | +148.1% | -114.9% | -15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling