+219.8%
ARM vs SLB
-10.3%
+230.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +2.1% | +9.9% | +11.0% |
| 7D | +6.0% | -1.2% | +7.2% | +7.0% |
| 30D | -20.3% | +4.5% | -24.8% | -21.8% |
| 3M | -24.4% | -4.6% | -19.8% | -22.7% |
| 6M | -4.4% | -6.3% | +1.9% | -1.9% |
| YTD | +86.0% | +35.0% | +51.1% | +55.4% |
| 1Y | +35.8% | +38.8% | -3.0% | +11.2% |
| 3Y | +289.1% | +3.3% | +285.8% | +250.2% |
| All | +219.8% | -10.3% | +230.1% | +197.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling