+130.8%
SLB vs ALLY
+1.6%
+129.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | +0.8% | +3.7% | -2.8% | -0.3% |
| 30D | +15.8% | -2.3% | +18.1% | +16.6% |
| 3M | -0.3% | +3.8% | -4.2% | -2.0% |
| 6M | +21.3% | +9.7% | +11.6% | +16.7% |
| YTD | +52.3% | -1.4% | +53.7% | +51.4% |
| 1Y | +63.6% | +8.2% | +55.4% | +57.2% |
| 3Y | +3.8% | +66.5% | -62.7% | -14.0% |
| All | +130.8% | +1.6% | +129.2% | +116.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling