+82.3%
OMC vs ARMK
+350.8%
-268.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.2% |
| 7D | -6.4% | -2.4% | -4.0% | -5.7% |
| 30D | +1.1% | 0.0% | +1.1% | +0.9% |
| 3M | +10.4% | +6.7% | +3.7% | +7.9% |
| 6M | -1.7% | +38.8% | -40.5% | -12.1% |
| YTD | +4.4% | +55.2% | -50.7% | -9.9% |
| 1Y | +8.4% | +46.6% | -38.2% | -4.9% |
| 3Y | +14.4% | +112.9% | -98.5% | -11.7% |
| 5Y | +33.9% | +144.0% | -110.1% | -2.1% |
| 10Y | +34.9% | +132.4% | -97.6% | -1.2% |
| All | +82.3% | +350.8% | -268.5% | +17.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling