+958.5%
SLB vs ADP
+11,097.1%
-10,138.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +1.1% |
| 7D | +0.8% | -3.4% | +4.3% | +2.4% |
| 30D | +15.8% | +2.8% | +13.0% | +14.3% |
| 3M | -0.3% | +20.9% | -21.3% | -9.4% |
| 6M | +21.3% | +29.9% | -8.5% | +5.7% |
| YTD | +52.3% | +9.6% | +42.7% | +43.1% |
| 1Y | +63.6% | -5.3% | +68.9% | +64.2% |
| 3Y | +3.8% | +16.5% | -12.7% | -6.2% |
| 5Y | +128.6% | +49.4% | +79.2% | +79.6% |
| 10Y | -3.1% | +282.2% | -285.3% | -50.3% |
| All | +958.5% | +11,097.1% | -10,138.6% | +84.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling