+207.4%
ALAB vs SLB
-1.4%
+208.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.6% | +5.7% | +6.0% |
| 7D | -26.3% | -7.1% | -19.2% | -23.2% |
| 30D | -50.1% | +4.1% | -54.2% | -50.7% |
| 3M | -42.5% | -2.6% | -39.8% | -41.6% |
| 6M | -10.8% | -8.6% | -2.3% | -6.7% |
| YTD | +14.6% | +32.2% | -17.6% | -2.6% |
| 1Y | +17.1% | +40.7% | -23.5% | -4.0% |
| All | +207.4% | -1.4% | +208.9% | +225.6% |
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