-39.5%
ACN vs SLB
+3.2%
-42.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -3.3% |
| 7D | -1.5% | +0.8% | -2.4% | -1.7% |
| 30D | +9.4% | +15.8% | -6.5% | +6.5% |
| 3M | +5.6% | -0.3% | +6.0% | +5.2% |
| 6M | -9.3% | +21.3% | -30.6% | -12.9% |
| YTD | -29.0% | +52.3% | -81.3% | -34.9% |
| 1Y | -24.7% | +63.6% | -88.3% | -32.1% |
| All | -39.5% | +3.2% | -42.7% | -44.5% |
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