+1,502.7%
BA vs SLB
+856.3%
+646.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.2% | +2.5% |
| 7D | +5.9% | -4.1% | +10.0% | +7.3% |
| 30D | -8.2% | +2.5% | -10.7% | -9.2% |
| 3M | -25.4% | +2.0% | -27.4% | -26.4% |
| 6M | -20.0% | -6.3% | -13.7% | -19.6% |
| YTD | -18.5% | +36.5% | -55.0% | -28.2% |
| 1Y | -10.6% | +46.2% | -56.9% | -23.3% |
| 3Y | -9.3% | -2.1% | -7.2% | -12.9% |
| 5Y | -16.9% | +73.7% | -90.6% | -37.3% |
| 10Y | +37.9% | -12.3% | +50.2% | +16.9% |
| All | +1,502.7% | +856.3% | +646.5% | +594.7% |
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