-16.0%
SLB vs ACM
+132.1%
-148.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.3% |
| 7D | -4.3% | +6.6% | -10.9% | -8.1% |
| 30D | +1.9% | +19.8% | -17.8% | -9.3% |
| 3M | -5.7% | -3.1% | -2.6% | -5.4% |
| 6M | -5.3% | -11.5% | +6.2% | -0.9% |
| YTD | +32.2% | -24.7% | +56.8% | +51.2% |
| 1Y | +38.5% | -45.1% | +83.5% | +94.6% |
| 3Y | +1.1% | -8.9% | +10.0% | -3.1% |
| 5Y | +70.3% | +5.4% | +64.9% | +43.8% |
| All | -16.0% | +132.1% | -148.1% | -56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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