+1.9%
SLB vs ADP
+44.7%
-42.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +2.1% |
| 7D | -1.2% | +0.9% | -2.1% | -1.4% |
| 30D | +4.5% | +11.9% | -7.4% | +1.6% |
| 3M | -4.6% | +13.7% | -18.3% | -7.7% |
| 6M | -6.3% | +46.8% | -53.0% | -16.2% |
| YTD | +35.0% | +21.8% | +13.2% | +31.4% |
| 1Y | +38.8% | +23.5% | +15.3% | +34.1% |
| All | +1.9% | +44.7% | -42.8% | -5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling