+146.2%
SLB vs ABCL
-80.5%
+226.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.7% | -6.2% | +0.1% |
| 7D | -7.1% | -3.2% | -3.9% | -7.0% |
| 30D | +4.1% | -7.4% | +11.5% | +4.5% |
| 3M | -2.6% | +81.9% | -84.6% | -7.7% |
| 6M | -8.6% | +135.7% | -144.3% | -15.7% |
| YTD | +32.2% | +247.4% | -215.2% | +17.4% |
| 1Y | +40.7% | +162.3% | -121.6% | +27.4% |
| 3Y | -4.5% | +165.5% | -170.0% | -16.8% |
| 5Y | +66.4% | -21.3% | +87.6% | +51.1% |
| All | +146.2% | -80.5% | +226.8% | +147.2% |
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