-3.9%
ONON vs ARMK
+146.7%
-150.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.6% |
| 7D | -10.0% | +2.7% | -12.6% | -11.5% |
| 30D | -5.3% | -1.5% | -3.8% | -5.1% |
| 3M | +6.5% | -11.6% | +18.0% | +14.5% |
| 6M | -5.0% | +6.7% | -11.7% | -12.6% |
| YTD | -27.6% | +47.4% | -75.1% | -48.2% |
| 1Y | -20.7% | +41.5% | -62.2% | -41.5% |
| 3Y | +26.6% | +95.5% | -68.9% | -33.6% |
| 5Y | -9.6% | +108.4% | -118.0% | -56.8% |
| All | -3.9% | +146.7% | -150.6% | -54.0% |
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 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