+818.8%
SLB vs ADM
+1,561.3%
-742.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.9% |
| 7D | -7.1% | -9.0% | +1.9% | -3.4% |
| 30D | +4.1% | -14.0% | +18.1% | +10.6% |
| 3M | -2.6% | -9.2% | +6.5% | +0.9% |
| 6M | -8.6% | -9.2% | +0.6% | -5.4% |
| YTD | +32.2% | +24.2% | +8.0% | +19.2% |
| 1Y | +40.7% | +27.0% | +13.7% | +25.5% |
| 3Y | -4.5% | +6.6% | -11.1% | -11.4% |
| 5Y | +66.4% | +25.0% | +41.4% | +45.5% |
| 10Y | -15.1% | +100.2% | -115.3% | -36.9% |
| All | +818.8% | +1,561.3% | -742.5% | +292.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling