-16.6%
SLB vs ARMK
+131.1%
-147.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.2% | -3.3% | -1.1% |
| 7D | -3.7% | +0.9% | -4.6% | -4.2% |
| 30D | +2.9% | -0.4% | +3.3% | +2.8% |
| 3M | +0.2% | -2.0% | +2.2% | +0.4% |
| 6M | -4.4% | +22.0% | -26.4% | -14.5% |
| YTD | +33.4% | +49.6% | -16.2% | +7.4% |
| 1Y | +40.8% | +46.4% | -5.6% | +14.5% |
| 3Y | +3.2% | +103.2% | -100.0% | -31.0% |
| 5Y | +64.8% | +108.1% | -43.3% | +4.7% |
| 10Y | -16.6% | +129.4% | -146.0% | -52.5% |
| All | -16.6% | +131.1% | -147.7% | -52.5% |
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