+130.8%
SLB vs ARMK
+144.6%
-13.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.5% |
| 7D | +0.8% | -2.4% | +3.2% | +1.6% |
| 30D | +15.8% | 0.0% | +15.8% | +15.5% |
| 3M | -0.3% | +6.7% | -7.0% | -3.0% |
| 6M | +21.3% | +38.8% | -17.5% | +6.7% |
| YTD | +52.3% | +55.2% | -2.9% | +28.3% |
| 1Y | +63.6% | +46.6% | +17.0% | +40.5% |
| 3Y | +3.8% | +112.9% | -109.1% | -23.9% |
| All | +130.8% | +144.6% | -13.8% | +54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling