+1,162.1%
AMAT vs SLB
-16.2%
+1,178.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.6% | +3.7% | +4.0% |
| 7D | -14.7% | -7.1% | -7.6% | -12.2% |
| 30D | -36.1% | +4.1% | -40.2% | -37.0% |
| 3M | -36.9% | -2.6% | -34.2% | -36.6% |
| 6M | -22.2% | -8.6% | -13.6% | -20.3% |
| YTD | +29.9% | +32.2% | -2.3% | +15.6% |
| 1Y | +43.3% | +40.7% | +2.6% | +24.2% |
| 3Y | +142.7% | -4.5% | +147.2% | +137.6% |
| 5Y | +126.2% | +66.4% | +59.8% | +69.9% |
| All | +1,162.1% | -16.2% | +1,178.3% | +872.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling