+130.8%
SLB vs ALC
-16.0%
+146.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.8% |
| 7D | +0.8% | -2.1% | +2.9% | +1.4% |
| 30D | +15.8% | -0.1% | +15.9% | +15.8% |
| 3M | -0.3% | +5.9% | -6.2% | -2.2% |
| 6M | +21.3% | -15.9% | +37.3% | +26.9% |
| YTD | +52.3% | -10.1% | +62.4% | +56.1% |
| 1Y | +63.6% | -10.2% | +73.8% | +67.4% |
| 3Y | +3.8% | -13.6% | +17.3% | +6.3% |
| All | +130.8% | -16.0% | +146.8% | +135.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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