-19.2%
SLB vs ARMK
+317.2%
-336.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.5% | -3.9% | -1.5% |
| 7D | -7.1% | -2.6% | -4.5% | -6.0% |
| 30D | +4.1% | -5.2% | +9.3% | +6.5% |
| 3M | -2.6% | -6.5% | +3.9% | -0.3% |
| 6M | -8.6% | +15.3% | -23.8% | -15.5% |
| YTD | +32.2% | +43.6% | -11.4% | +9.7% |
| 1Y | +40.7% | +42.1% | -1.4% | +17.2% |
| 3Y | -4.5% | +94.0% | -98.5% | -33.3% |
| 5Y | +66.4% | +96.3% | -29.9% | +11.6% |
| 10Y | -15.1% | +126.7% | -141.8% | -51.7% |
| All | -19.2% | +317.2% | -336.4% | -58.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling