+516.0%
ON vs ARMK
+131.1%
+384.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +4.2% | +5.0% | +6.5% |
| 7D | -1.4% | +0.9% | -2.3% | -1.8% |
| 30D | -10.9% | -0.4% | -10.5% | -10.4% |
| 3M | -14.9% | -2.0% | -12.9% | -13.7% |
| 6M | -33.0% | +22.0% | -55.0% | -41.4% |
| YTD | +27.6% | +49.6% | -22.0% | -2.0% |
| 1Y | +44.5% | +46.4% | -1.9% | +12.3% |
| 3Y | +7.4% | +103.2% | -95.8% | -33.5% |
| 5Y | +18.7% | +108.1% | -89.4% | -27.8% |
| 10Y | +516.0% | +129.4% | +386.5% | +212.3% |
| All | +516.0% | +131.1% | +384.8% | +212.3% |
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 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