+21.4%
SLB vs ACM
+230.8%
-209.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.4% |
| 7D | +0.8% | -3.7% | +4.6% | +2.9% |
| 30D | +15.8% | -11.1% | +26.9% | +22.2% |
| 3M | -0.3% | -8.0% | +7.6% | +2.9% |
| 6M | +21.3% | -29.7% | +51.0% | +43.6% |
| YTD | +52.3% | -29.4% | +81.7% | +77.8% |
| 1Y | +63.6% | -46.4% | +110.0% | +120.1% |
| 3Y | +3.8% | -22.3% | +26.1% | +11.8% |
| 5Y | +128.6% | +4.5% | +124.2% | +107.5% |
| 10Y | -3.1% | +127.6% | -130.7% | -42.4% |
| All | +21.4% | +230.8% | -209.4% | -46.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling