+2,427.5%
ACN vs SLB
+230.3%
+2,197.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.3% | -1.9% |
| 7D | +0.9% | -7.1% | +8.0% | +2.8% |
| 30D | +33.5% | +4.1% | +29.5% | +31.7% |
| 3M | +53.5% | -2.6% | +56.1% | +53.4% |
| 6M | +52.2% | -8.6% | +60.8% | +54.1% |
| YTD | -0.1% | +32.2% | -32.3% | -9.1% |
| 1Y | +11.0% | +40.7% | -29.6% | -0.8% |
| 3Y | -11.8% | -4.5% | -7.3% | -14.5% |
| 5Y | -22.8% | +66.4% | -89.2% | -39.2% |
| 10Y | +162.4% | -15.1% | +177.5% | +124.2% |
| All | +2,427.5% | +230.3% | +2,197.2% | +1,100.7% |
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