+132.8%
AMAT vs SLB
-6.6%
+139.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -3.7% | -9.9% | -12.0% |
| 7D | -24.3% | -7.7% | -16.5% | -21.6% |
| 30D | -39.8% | -0.7% | -39.1% | -39.5% |
| 3M | -40.2% | 0.0% | -40.2% | -40.6% |
| 6M | -22.1% | -10.4% | -11.7% | -18.8% |
| YTD | +24.7% | +31.5% | -6.8% | +8.3% |
| 1Y | +33.3% | +39.1% | -5.9% | +12.3% |
| All | +132.8% | -6.6% | +139.4% | +112.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling