+40.7%
SLB vs ADM
+28.3%
+12.4%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.8% |
| 7D | -7.1% | -9.0% | +1.9% | -4.3% |
| 30D | +4.1% | -14.0% | +18.1% | +9.2% |
| 3M | -2.6% | -9.2% | +6.5% | -0.2% |
| 6M | -8.6% | -9.2% | +0.6% | -6.4% |
| YTD | +32.2% | +24.2% | +8.0% | +15.9% |
| 1Y | +40.7% | +27.0% | +13.7% | +23.8% |
| All | +40.7% | +28.3% | +12.4% | +23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling