+228.9%
ARM vs SLB
-6.1%
+234.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.6% | +4.2% | +4.5% |
| 7D | -15.2% | -7.1% | -8.1% | -11.8% |
| 30D | -40.7% | +4.1% | -44.8% | -41.8% |
| 3M | -39.1% | -2.6% | -36.4% | -38.6% |
| 6M | -26.4% | -8.6% | -17.9% | -23.5% |
| YTD | +59.7% | +32.2% | +27.5% | +34.3% |
| 1Y | +10.3% | +40.7% | -30.3% | -11.0% |
| 3Y | +228.9% | -4.5% | +233.4% | +188.3% |
| All | +228.9% | -6.1% | +234.9% | +188.3% |
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