+6,784.1%
ABT vs SLB
+825.9%
+5,958.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.8% | -3.3% |
| 7D | +3.5% | -7.1% | +10.6% | +4.5% |
| 30D | +12.0% | +4.1% | +7.9% | +11.3% |
| 3M | +2.5% | -2.6% | +5.1% | +2.6% |
| 6M | +29.1% | -8.6% | +37.6% | +30.0% |
| YTD | -10.1% | +32.2% | -42.3% | -14.2% |
| 1Y | -9.8% | +40.7% | -50.5% | -14.8% |
| 3Y | +23.3% | -4.5% | +27.8% | +21.2% |
| 5Y | -2.4% | +66.4% | -68.7% | -13.7% |
| 10Y | +239.4% | -15.1% | +254.5% | +211.2% |
| All | +6,784.1% | +825.9% | +5,958.3% | +3,506.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling