+5.9%
OXY vs ARMK
+138.5%
-132.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.4% |
| 7D | +1.4% | -0.9% | +2.3% | +1.8% |
| 30D | +4.0% | -5.9% | +10.0% | +7.0% |
| 3M | +7.6% | +6.7% | +0.9% | +3.5% |
| 6M | +16.2% | +42.5% | -26.4% | -4.6% |
| YTD | +50.8% | +55.1% | -4.3% | +18.1% |
| 1Y | +34.7% | +50.3% | -15.6% | +6.9% |
| 3Y | -1.0% | +122.2% | -123.2% | -38.9% |
| 5Y | +163.2% | +155.2% | +8.0% | +43.0% |
| All | +5.9% | +138.5% | -132.6% | -31.5% |
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