-0.6%
OXY vs ARMK
+350.8%
-351.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | -0.1% | -0.5% |
| 7D | +1.6% | -2.4% | +4.0% | +2.7% |
| 30D | +11.6% | 0.0% | +11.6% | +11.1% |
| 3M | +2.8% | +6.7% | -3.9% | -0.9% |
| 6M | +13.0% | +38.8% | -25.8% | -5.1% |
| YTD | +47.4% | +55.2% | -7.8% | +16.8% |
| 1Y | +31.5% | +46.6% | -15.1% | +6.8% |
| 3Y | -1.9% | +112.9% | -114.8% | -36.5% |
| 5Y | +148.0% | +144.0% | +4.0% | +43.3% |
| 10Y | +2.3% | +132.4% | -130.2% | -38.0% |
| All | -0.6% | +350.8% | -351.5% | -45.3% |
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 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