+137,736.4%
AMAT vs SLB
+966.6%
+136,769.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.1% | +4.3% |
| 7D | -1.5% | +0.8% | -2.3% | -1.9% |
| 30D | -14.8% | +15.8% | -30.6% | -19.5% |
| 3M | -9.3% | -0.3% | -8.9% | -9.9% |
| 6M | +27.4% | +21.3% | +6.0% | +17.8% |
| YTD | +77.6% | +52.3% | +25.3% | +50.9% |
| 1Y | +188.9% | +63.6% | +125.3% | +138.5% |
| 3Y | +202.3% | +3.8% | +198.5% | +187.9% |
| 5Y | +248.9% | +128.6% | +120.3% | +137.4% |
| 10Y | +1,585.2% | -3.1% | +1,588.3% | +1,292.6% |
| All | +137,736.4% | +966.6% | +136,769.8% | +45,930.4% |
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