+151.4%
SLB vs ABCL
-80.4%
+231.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.1% | +6.2% | +2.4% |
| 7D | -1.2% | -2.7% | +1.5% | -1.0% |
| 30D | +4.5% | -5.4% | +9.9% | +4.7% |
| 3M | -4.6% | +22.4% | -27.0% | -6.6% |
| 6M | -6.3% | +127.6% | -133.9% | -13.4% |
| YTD | +35.0% | +249.4% | -214.5% | +19.8% |
| 1Y | +38.8% | +198.0% | -159.2% | +24.6% |
| 3Y | +3.3% | +195.8% | -192.5% | -10.6% |
| 5Y | +73.6% | -20.6% | +94.2% | +57.6% |
| All | +151.4% | -80.4% | +231.8% | +152.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling