-17.3%
SLB vs ALB
+34.3%
-51.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.2% | +3.3% | +0.3% |
| 7D | -4.3% | +5.3% | -9.5% | -5.9% |
| 30D | +1.9% | -6.3% | +8.2% | +3.7% |
| 3M | -5.7% | -27.4% | +21.7% | +3.2% |
| 6M | -5.3% | -53.1% | +47.7% | +17.3% |
| YTD | +32.2% | -32.3% | +64.5% | +42.5% |
| 1Y | +38.5% | -7.3% | +45.8% | +34.0% |
| 3Y | +1.1% | -14.9% | +16.1% | -10.6% |
| 5Y | +70.3% | -62.0% | +132.3% | +91.7% |
| 10Y | -17.3% | +33.0% | -50.3% | -50.6% |
| All | -17.3% | +34.3% | -51.6% | -50.6% |
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