-13.1%
SLB vs ADP
+322.2%
-335.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.2% |
| 7D | +3.5% | +2.2% | +1.3% | +2.4% |
| 30D | +6.5% | +10.6% | -4.0% | +0.7% |
| 3M | -0.2% | +12.9% | -13.2% | -7.0% |
| 6M | -5.7% | +50.6% | -56.4% | -25.6% |
| YTD | +36.8% | +23.2% | +13.6% | +19.6% |
| 1Y | +45.8% | +25.3% | +20.5% | +26.2% |
| 3Y | +3.4% | +47.1% | -43.8% | -19.5% |
| 5Y | +76.1% | +50.1% | +26.1% | +30.5% |
| All | -13.1% | +322.2% | -335.2% | -55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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