-17.1%
SLB vs ALLY
+189.4%
-206.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +1.4% |
| 7D | -7.1% | +0.9% | -8.0% | -7.6% |
| 30D | +4.1% | +3.1% | +1.0% | +2.3% |
| 3M | -2.6% | -12.6% | +9.9% | +3.4% |
| 6M | -8.6% | -12.4% | +3.9% | -3.8% |
| YTD | +32.2% | -13.2% | +45.4% | +38.4% |
| 1Y | +40.7% | +1.8% | +38.8% | +35.9% |
| 3Y | -4.5% | +58.0% | -62.5% | -29.6% |
| 5Y | +66.4% | -8.4% | +74.8% | +52.2% |
| All | -17.1% | +189.4% | -206.5% | -55.0% |
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