+296.4%
ARM vs SLB
+1.2%
+295.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.2% | +3.7% | +3.8% |
| 7D | +5.5% | +0.8% | +4.6% | +4.9% |
| 30D | -8.2% | +15.8% | -24.0% | -15.2% |
| 3M | -35.9% | -0.3% | -35.6% | -36.0% |
| 6M | +103.1% | +21.3% | +81.8% | +82.3% |
| YTD | +130.6% | +52.3% | +78.3% | +81.0% |
| 1Y | +86.1% | +63.6% | +22.5% | +39.0% |
| All | +296.4% | +1.2% | +295.2% | +246.4% |
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