-23.3%
ONON vs ARMK
+160.2%
-183.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -0.8% |
| 7D | -3.5% | +0.3% | -3.8% | -3.7% |
| 30D | -30.8% | +2.4% | -33.1% | -33.2% |
| 3M | -29.8% | +6.1% | -35.9% | -34.2% |
| 6M | -34.8% | +41.8% | -76.6% | -51.1% |
| YTD | -42.3% | +55.5% | -97.8% | -59.8% |
| 1Y | -39.5% | +49.6% | -89.1% | -56.7% |
| 3Y | -9.3% | +122.8% | -132.1% | -57.0% |
| All | -23.3% | +160.2% | -183.5% | -64.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling