+111,876.4%
AMAT vs SLB
+856.3%
+111,020.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -2.9% |
| 7D | -11.2% | -4.1% | -7.1% | -9.9% |
| 30D | -31.9% | +2.5% | -34.4% | -32.6% |
| 3M | -32.3% | +2.0% | -34.4% | -33.3% |
| 6M | -5.4% | -6.3% | +0.9% | -4.2% |
| YTD | +44.3% | +36.5% | +7.7% | +27.2% |
| 1Y | +61.4% | +46.2% | +15.1% | +38.5% |
| 3Y | +170.6% | -2.1% | +172.7% | +163.4% |
| 5Y | +156.4% | +73.7% | +82.7% | +92.9% |
| 10Y | +1,356.4% | -12.3% | +1,368.7% | +1,145.5% |
| All | +111,876.4% | +856.3% | +111,020.1% | +38,691.9% |
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