+65.4%
SLB vs ABCL
-30.0%
+95.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -9.4% | +5.6% | -3.0% |
| 7D | -7.7% | -14.9% | +7.2% | -6.6% |
| 30D | -0.7% | -15.4% | +14.6% | +0.4% |
| 3M | 0.0% | +88.0% | -88.0% | -6.2% |
| 6M | -10.4% | +138.8% | -149.3% | -18.7% |
| YTD | +31.5% | +225.4% | -194.0% | +15.1% |
| 1Y | +39.1% | +137.3% | -98.2% | +25.1% |
| 3Y | -5.7% | +136.8% | -142.5% | -19.2% |
| 5Y | +65.4% | -26.2% | +91.7% | +46.1% |
| All | +65.4% | -30.0% | +95.5% | +46.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling