+62.5%
SLB vs ALM
+396.4%
-333.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.6% | +0.5% |
| 7D | -7.1% | -6.7% | -0.4% | -6.8% |
| 30D | +4.1% | -32.9% | +37.0% | +6.0% |
| 3M | -2.6% | -39.5% | +36.9% | -0.6% |
| 6M | -8.6% | -62.0% | +53.4% | -5.1% |
| YTD | +32.2% | -7.8% | +40.0% | +32.2% |
| 1Y | +40.7% | +26.7% | +14.0% | +38.9% |
| 3Y | -4.5% | +825.4% | -829.9% | -18.4% |
| All | +62.5% | +396.4% | -333.9% | +50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling