-14.8%
ACN vs SLB
+3.3%
-18.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.1% | -4.0% | -2.2% |
| 7D | -4.0% | -1.2% | -2.9% | -3.9% |
| 30D | +19.0% | +4.5% | +14.5% | +17.9% |
| 3M | +42.2% | -4.6% | +46.8% | +42.7% |
| 6M | +50.1% | -6.3% | +56.4% | +50.6% |
| YTD | -2.7% | +35.0% | -37.7% | -9.8% |
| 1Y | +7.6% | +38.8% | -31.2% | -1.0% |
| All | -14.8% | +3.3% | -18.1% | -18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling