+749.8%
ON vs ARMK
+317.2%
+432.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.5% | -4.0% | -2.2% |
| 7D | -11.7% | -2.6% | -9.0% | -10.1% |
| 30D | -23.3% | -5.2% | -18.1% | -20.6% |
| 3M | -19.2% | -6.5% | -12.7% | -15.8% |
| 6M | -40.1% | +15.3% | -55.4% | -45.6% |
| YTD | +16.9% | +43.6% | -26.7% | -7.1% |
| 1Y | +29.7% | +42.1% | -12.3% | +3.6% |
| 3Y | -4.4% | +94.0% | -98.4% | -37.9% |
| 5Y | +7.1% | +96.3% | -89.2% | -31.0% |
| 10Y | +447.2% | +126.7% | +320.5% | +180.8% |
| All | +749.8% | +317.2% | +432.6% | +300.9% |
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