+477.5%
SLB vs ACGL
+5,005.0%
-4,527.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.1% | -3.6% | -3.7% |
| 7D | -7.7% | +6.4% | -14.1% | -9.7% |
| 30D | -0.7% | +16.6% | -17.3% | -5.9% |
| 3M | 0.0% | +11.6% | -11.6% | -4.0% |
| 6M | -10.4% | +17.5% | -27.9% | -15.8% |
| YTD | +31.5% | +15.3% | +16.2% | +24.0% |
| 1Y | +39.1% | +26.3% | +12.8% | +27.1% |
| 3Y | -5.7% | +35.9% | -41.6% | -17.2% |
| 5Y | +65.4% | +168.2% | -102.7% | +14.0% |
| 10Y | -15.6% | +352.0% | -367.5% | -49.3% |
| All | +477.5% | +5,005.0% | -4,527.4% | +156.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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