+17.1%
ALAB vs SLB
+39.5%
-22.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.6% | +5.7% | +6.1% |
| 7D | -26.3% | -7.1% | -19.2% | -24.1% |
| 30D | -50.1% | +4.1% | -54.2% | -50.2% |
| 3M | -42.5% | -2.6% | -39.8% | -41.2% |
| 6M | -10.8% | -8.6% | -2.3% | -5.6% |
| YTD | +14.6% | +32.2% | -17.6% | +10.2% |
| 1Y | +17.1% | +40.7% | -23.5% | +8.2% |
| All | +17.1% | +39.5% | -22.4% | +8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling