-20.4%
SLB vs ALLY
+101.5%
-121.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.3% | -2.4% | -3.1% |
| 7D | -7.7% | -1.1% | -6.6% | -7.4% |
| 30D | -0.7% | +4.2% | -4.9% | -2.8% |
| 3M | 0.0% | -12.4% | +12.4% | +5.9% |
| 6M | -10.4% | -8.7% | -1.8% | -7.7% |
| YTD | +31.5% | -11.6% | +43.1% | +36.4% |
| 1Y | +39.1% | +0.2% | +39.0% | +35.7% |
| 3Y | -5.7% | +57.1% | -62.8% | -29.4% |
| 5Y | +65.4% | -6.8% | +72.3% | +50.2% |
| 10Y | -15.6% | +200.4% | -215.9% | -58.4% |
| All | -20.4% | +101.5% | -121.9% | -56.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling