-3.1%
SLB vs ARMK
+131.8%
-134.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.6% |
| 7D | +0.8% | -2.4% | +3.2% | +1.9% |
| 30D | +15.8% | 0.0% | +15.8% | +15.3% |
| 3M | -0.3% | +6.7% | -7.0% | -4.0% |
| 6M | +21.3% | +38.8% | -17.5% | +2.0% |
| YTD | +52.3% | +55.2% | -2.9% | +20.9% |
| 1Y | +63.6% | +46.6% | +17.0% | +33.2% |
| 3Y | +3.8% | +112.9% | -109.1% | -32.2% |
| 5Y | +128.6% | +144.0% | -15.3% | +33.6% |
| All | -3.1% | +131.8% | -134.9% | -44.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling