+11.5%
SLB vs ALM
+7,705.7%
-7,694.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.2% |
| 7D | +0.8% | -2.6% | +3.4% | +0.8% |
| 30D | +15.8% | +32.0% | -16.2% | +15.7% |
| 3M | -0.3% | -15.0% | +14.7% | -0.3% |
| 6M | +21.3% | -10.1% | +31.5% | +21.3% |
| YTD | +52.3% | +99.4% | -47.1% | +52.1% |
| 1Y | +63.6% | +316.4% | -252.7% | +63.1% |
| 3Y | +3.8% | +2,022.0% | -2,018.2% | +3.1% |
| 5Y | +128.6% | +941.2% | -812.5% | +127.3% |
| 10Y | -3.1% | +2,950.3% | -2,953.4% | -3.6% |
| All | +11.5% | +7,705.7% | -7,694.2% | +11.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling