+234.1%
ABT vs SLB
-12.7%
+246.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +1.0% |
| 7D | -1.3% | +3.5% | -4.8% | -1.6% |
| 30D | +6.0% | +6.5% | -0.5% | +5.3% |
| 3M | -1.9% | -0.2% | -1.6% | -2.0% |
| 6M | +31.2% | -5.7% | +36.9% | +31.5% |
| YTD | -11.2% | +36.8% | -48.1% | -14.6% |
| 1Y | -14.0% | +45.8% | -59.7% | -17.8% |
| 3Y | +20.7% | +3.4% | +17.3% | +18.4% |
| 5Y | -6.7% | +76.1% | -82.8% | -15.7% |
| All | +234.1% | -12.7% | +246.9% | +230.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling