+623.4%
SLB vs ALB
+2,214.8%
-1,591.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.3% |
| 7D | -7.1% | +9.1% | -16.2% | -10.0% |
| 30D | +4.1% | -3.4% | +7.5% | +5.0% |
| 3M | -2.6% | -20.6% | +18.0% | +4.6% |
| 6M | -8.6% | -48.2% | +39.6% | +12.8% |
| YTD | +32.2% | -29.2% | +61.4% | +42.2% |
| 1Y | +40.7% | +10.0% | +30.6% | +27.8% |
| 3Y | -4.5% | -12.9% | +8.4% | -16.9% |
| 5Y | +66.4% | -61.3% | +127.7% | +84.2% |
| 10Y | -15.1% | +35.8% | -50.9% | -47.9% |
| All | +623.4% | +2,214.8% | -1,591.4% | +107.8% |
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