-3.3%
SLB vs ALLY
+191.1%
-194.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | 0.0% |
| 7D | +0.8% | +3.7% | -2.8% | -0.9% |
| 30D | +15.8% | -2.3% | +18.1% | +17.0% |
| 3M | -0.3% | +3.8% | -4.2% | -2.9% |
| 6M | +21.3% | +9.7% | +11.6% | +14.2% |
| YTD | +52.3% | -1.4% | +53.7% | +50.5% |
| 1Y | +63.6% | +8.2% | +55.4% | +53.3% |
| 3Y | +3.8% | +66.5% | -62.7% | -25.4% |
| 5Y | +128.6% | +1.2% | +127.4% | +100.3% |
| All | -3.3% | +191.1% | -194.5% | -49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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