+61.4%
AMAT vs SLB
+45.4%
+15.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -3.0% |
| 7D | -11.2% | -4.1% | -7.1% | -10.1% |
| 30D | -31.9% | +2.5% | -34.4% | -32.3% |
| 3M | -32.3% | +2.0% | -34.4% | -33.0% |
| 6M | -5.4% | -6.3% | +0.9% | -2.5% |
| YTD | +44.3% | +36.5% | +7.7% | +32.9% |
| 1Y | +61.4% | +46.2% | +15.1% | +48.9% |
| All | +61.4% | +45.4% | +15.9% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB 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 1y: compounded portfolio wealth divided by compounded SLB 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…
1y analysis · Full analysis span regression · 6 months rolling