+5,710.3%
AMD vs SLB
-16.7%
+5,727.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -3.7% | -13.5% | -16.2% |
| 7D | -28.6% | -7.7% | -20.9% | -26.8% |
| 30D | -37.7% | -0.7% | -37.0% | -37.5% |
| 3M | -16.1% | 0.0% | -16.1% | -16.2% |
| 6M | +13.8% | -10.4% | +24.3% | +17.0% |
| YTD | +88.8% | +31.5% | +57.4% | +73.9% |
| 1Y | +57.8% | +39.1% | +18.6% | +42.6% |
| 3Y | +260.3% | -5.7% | +266.0% | +255.2% |
| 5Y | +196.6% | +65.4% | +131.2% | +144.3% |
| All | +5,710.3% | -16.7% | +5,727.0% | +5,540.3% |
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