-17.3%
SLB vs ALK
-39.7%
+22.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | -4.3% | +12.9% | -17.2% | -8.7% |
| 30D | +1.9% | +5.5% | -3.6% | -0.9% |
| 3M | -5.7% | -12.1% | +6.4% | -2.4% |
| 6M | -5.3% | +1.7% | -7.1% | -9.5% |
| YTD | +32.2% | -17.4% | +49.6% | +34.0% |
| 1Y | +38.5% | -1.9% | +40.4% | +30.4% |
| 3Y | +1.1% | +21.2% | -20.1% | -20.8% |
| 5Y | +70.3% | -27.8% | +98.1% | +60.8% |
| 10Y | -17.3% | -41.0% | +23.7% | -29.1% |
| All | -17.3% | -39.7% | +22.4% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling