+733.4%
SLB vs ALB
+2,835.3%
-2,101.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.4% | +4.6% | +1.7% |
| 7D | +0.8% | -8.1% | +8.9% | +3.7% |
| 30D | +15.8% | +6.3% | +9.6% | +13.0% |
| 3M | -0.3% | -23.6% | +23.2% | +8.3% |
| 6M | +21.3% | -24.6% | +46.0% | +29.9% |
| YTD | +52.3% | -10.3% | +62.6% | +51.5% |
| 1Y | +63.6% | +61.5% | +2.1% | +28.2% |
| 3Y | +3.8% | -34.0% | +37.7% | +0.8% |
| 5Y | +128.6% | -44.6% | +173.2% | +122.0% |
| 10Y | -3.1% | +76.1% | -79.2% | -45.6% |
| All | +733.4% | +2,835.3% | -2,101.9% | +121.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling