+70.0%
SLB vs ACM
+5.4%
+64.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.2% |
| 7D | -4.3% | +6.6% | -10.9% | -7.0% |
| 30D | +1.9% | +19.8% | -17.8% | -6.2% |
| 3M | -5.7% | -3.1% | -2.6% | -5.1% |
| 6M | -5.3% | -11.5% | +6.2% | -1.5% |
| YTD | +32.2% | -24.7% | +56.8% | +47.5% |
| 1Y | +38.5% | -45.1% | +83.5% | +84.2% |
| 3Y | +1.1% | -8.9% | +10.0% | -4.7% |
| All | +70.0% | +5.4% | +64.6% | +41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling