-13.1%
SLB vs ALM
+2,100.8%
-2,113.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.7% | -6.2% | +1.2% |
| 7D | +3.5% | +1.2% | +2.3% | +3.4% |
| 30D | +6.5% | -19.3% | +25.8% | +7.4% |
| 3M | -0.2% | -40.6% | +40.4% | +1.7% |
| 6M | -5.7% | -57.9% | +52.2% | -3.0% |
| YTD | +36.8% | -6.7% | +43.5% | +36.1% |
| 1Y | +45.8% | +20.2% | +25.6% | +43.5% |
| 3Y | +3.4% | +879.4% | -876.1% | -9.4% |
| 5Y | +76.1% | +415.3% | -339.1% | +56.6% |
| All | -13.1% | +2,100.8% | -2,113.9% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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