+214.0%
ARM vs SLB
-6.6%
+220.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -3.7% | -9.4% | -11.2% |
| 7D | -27.1% | -7.7% | -19.4% | -23.9% |
| 30D | -44.9% | -0.7% | -44.2% | -44.6% |
| 3M | -39.3% | 0.0% | -39.3% | -39.6% |
| 6M | -20.2% | -10.4% | -9.7% | -16.1% |
| YTD | +52.5% | +31.5% | +21.1% | +28.5% |
| 1Y | +4.1% | +39.1% | -35.1% | -15.6% |
| All | +214.0% | -6.6% | +220.6% | +176.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB 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 3y: compounded portfolio wealth divided by compounded SLB 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…
3y analysis · Full analysis span regression · 6 months rolling