+3.2%
SLB vs ALB
-34.0%
+37.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.4% | +4.6% | +0.9% |
| 7D | +0.8% | -8.1% | +8.9% | +2.2% |
| 30D | +15.8% | +6.3% | +9.6% | +14.5% |
| 3M | -0.3% | -23.6% | +23.2% | +3.9% |
| 6M | +21.3% | -24.6% | +46.0% | +25.5% |
| YTD | +52.3% | -10.3% | +62.6% | +52.1% |
| 1Y | +63.6% | +61.5% | +2.1% | +44.8% |
| All | +3.2% | -34.0% | +37.1% | -9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling