+898.4%
ON vs ARMK
+350.8%
+547.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.5% |
| 7D | +2.4% | -2.4% | +4.8% | +3.8% |
| 30D | -3.3% | 0.0% | -3.3% | -3.6% |
| 3M | -43.6% | +6.7% | -50.2% | -46.2% |
| 6M | +19.0% | +38.8% | -19.9% | -3.5% |
| YTD | +37.4% | +55.2% | -17.8% | +3.8% |
| 1Y | +54.8% | +46.6% | +8.2% | +20.7% |
| 3Y | -25.2% | +112.9% | -138.1% | -54.3% |
| 5Y | +62.7% | +144.0% | -81.2% | -8.4% |
| 10Y | +574.3% | +132.4% | +441.9% | +235.6% |
| All | +898.4% | +350.8% | +547.5% | +348.0% |
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 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