-3.1%
SLB vs ALB
+74.5%
-77.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.4% | +4.6% | +1.5% |
| 7D | +0.8% | -8.1% | +8.9% | +3.3% |
| 30D | +15.8% | +6.3% | +9.6% | +13.4% |
| 3M | -0.3% | -23.6% | +23.2% | +7.2% |
| 6M | +21.3% | -24.6% | +46.0% | +28.8% |
| YTD | +52.3% | -10.3% | +62.6% | +51.5% |
| 1Y | +63.6% | +61.5% | +2.1% | +31.3% |
| 3Y | +3.8% | -34.0% | +37.7% | +3.1% |
| 5Y | +128.6% | -44.6% | +173.2% | +126.5% |
| All | -3.1% | +74.5% | -77.6% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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