+76.4%
SLB vs ALB
-64.0%
+140.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +1.8% |
| 7D | +3.5% | -5.8% | +9.3% | +4.8% |
| 30D | +6.5% | -4.5% | +11.0% | +7.4% |
| 3M | -0.2% | -28.1% | +27.8% | +6.9% |
| 6M | -5.7% | -53.2% | +47.5% | +10.5% |
| YTD | +36.8% | -33.3% | +70.2% | +45.3% |
| 1Y | +45.8% | -17.4% | +63.2% | +46.6% |
| 3Y | +3.4% | -14.1% | +17.5% | -6.5% |
| All | +76.4% | -64.0% | +140.3% | +100.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling