+96,674.4%
AMAT vs SLB
+820.7%
+95,853.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -3.7% | -9.9% | -12.3% |
| 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% | -19.7% |
| YTD | +24.7% | +31.5% | -6.8% | +11.6% |
| 1Y | +33.3% | +39.1% | -5.9% | +16.6% |
| 3Y | +133.9% | -5.7% | +139.6% | +131.1% |
| 5Y | +117.1% | +65.4% | +51.6% | +66.4% |
| 10Y | +1,158.7% | -15.6% | +1,174.2% | +992.9% |
| All | +96,674.4% | +820.7% | +95,853.7% | +33,938.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling