+638.5%
SLB vs ALB
+2,138.3%
-1,499.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +1.7% |
| 7D | -1.2% | +1.1% | -2.2% | -1.6% |
| 30D | +4.5% | -2.6% | +7.1% | +5.1% |
| 3M | -4.6% | -25.6% | +21.0% | +4.9% |
| 6M | -6.3% | -54.0% | +47.8% | +20.7% |
| YTD | +35.0% | -31.6% | +66.5% | +46.8% |
| 1Y | +38.8% | -6.6% | +45.4% | +33.9% |
| 3Y | +3.3% | -14.0% | +17.3% | -9.7% |
| 5Y | +73.6% | -62.5% | +136.2% | +94.3% |
| 10Y | -14.2% | +36.3% | -50.5% | -47.5% |
| All | +638.5% | +2,138.3% | -1,499.8% | +114.6% |
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 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