+30.7%
SLB vs ADVB
-97.5%
+128.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.2% | -3.6% | +0.5% |
| 7D | -7.1% | -13.9% | +6.8% | -6.9% |
| 30D | +4.1% | -68.1% | +72.2% | +5.7% |
| 3M | -2.6% | -73.4% | +70.7% | -1.0% |
| 6M | -8.6% | -70.8% | +62.2% | -6.8% |
| YTD | +32.2% | -66.1% | +98.3% | +33.8% |
| 1Y | +40.7% | -77.5% | +118.2% | +43.8% |
| All | +30.7% | -97.5% | +128.3% | +61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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