-3.1%
SLB vs ADM
+159.6%
-162.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | 0.0% |
| 7D | +0.8% | +3.8% | -2.9% | -1.9% |
| 30D | +15.8% | +9.8% | +6.1% | +8.3% |
| 3M | -0.3% | +2.1% | -2.5% | -2.3% |
| 6M | +21.3% | +27.5% | -6.2% | +0.6% |
| YTD | +52.3% | +50.2% | +2.1% | +12.2% |
| 1Y | +63.6% | +40.6% | +23.0% | +25.2% |
| 3Y | +3.8% | +17.2% | -13.5% | -13.9% |
| 5Y | +128.6% | +61.9% | +66.8% | +38.1% |
| All | -3.1% | +159.6% | -162.8% | -60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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