+1,111.0%
AMAT vs SLB
-16.7%
+1,127.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -3.7% | -9.9% | -12.2% |
| 7D | -24.3% | -7.7% | -16.5% | -21.9% |
| 30D | -39.8% | -0.7% | -39.1% | -39.6% |
| 3M | -40.2% | 0.0% | -40.2% | -40.5% |
| 6M | -22.1% | -10.4% | -11.7% | -19.6% |
| YTD | +24.7% | +31.5% | -6.8% | +11.1% |
| 1Y | +33.3% | +39.1% | -5.9% | +16.0% |
| 3Y | +133.9% | -5.7% | +139.6% | +130.0% |
| 5Y | +117.1% | +65.4% | +51.6% | +63.3% |
| All | +1,111.0% | -16.7% | +1,127.7% | +834.6% |
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