+183.7%
SLB vs ABCL
-81.3%
+264.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.3% |
| 7D | +0.8% | +0.7% | +0.1% | +0.8% |
| 30D | +15.8% | +93.1% | -77.2% | +9.7% |
| 3M | -0.3% | +79.4% | -79.8% | -5.6% |
| 6M | +21.3% | +214.9% | -193.5% | +9.5% |
| YTD | +52.3% | +234.2% | -181.9% | +36.1% |
| 1Y | +63.6% | +174.8% | -111.1% | +47.6% |
| 3Y | +3.8% | +104.5% | -100.7% | -8.0% |
| 5Y | +128.6% | -39.0% | +167.7% | +109.9% |
| All | +183.7% | -81.3% | +264.9% | +186.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling