-3.3%
SLB vs ADP
+285.1%
-288.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +1.3% |
| 7D | +0.8% | -3.4% | +4.3% | +2.7% |
| 30D | +15.8% | +2.8% | +13.0% | +14.1% |
| 3M | -0.3% | +20.9% | -21.3% | -10.7% |
| 6M | +21.3% | +29.9% | -8.5% | +3.4% |
| YTD | +52.3% | +9.6% | +42.7% | +42.4% |
| 1Y | +63.6% | -5.3% | +68.9% | +65.9% |
| 3Y | +3.8% | +16.5% | -12.7% | -7.7% |
| 5Y | +128.6% | +49.4% | +79.2% | +67.3% |
| All | -3.3% | +285.1% | -288.4% | -51.5% |
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