+38.5%
SLB vs ALB
-5.3%
+43.8%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.2% | +3.3% | -0.4% |
| 7D | -4.3% | +5.3% | -9.5% | -5.0% |
| 30D | +1.9% | -6.3% | +8.2% | +2.7% |
| 3M | -5.7% | -27.4% | +21.7% | -2.0% |
| 6M | -5.3% | -53.1% | +47.7% | +3.3% |
| YTD | +32.2% | -32.3% | +64.5% | +40.4% |
| 1Y | +38.5% | -7.3% | +45.8% | +50.4% |
| All | +38.5% | -5.3% | +43.8% | +50.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling