-16.5%
ABT vs SLB
+68.3%
-84.9%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -3.7% | +0.8% | -4.5% | -3.7% |
| 30D | +2.5% | +15.8% | -13.3% | +1.5% |
| 3M | +20.2% | -0.3% | +20.5% | +20.3% |
| 6M | -2.9% | +21.3% | -24.3% | -4.2% |
| YTD | -11.9% | +52.3% | -64.2% | -13.8% |
| 1Y | -16.5% | +63.6% | -80.2% | -18.9% |
| All | -16.5% | +68.3% | -84.9% | -18.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling