+555.5%
AMZN vs SLB
-4.3%
+559.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | +0.8% | +0.4% | +0.4% | +0.7% |
| 30D | -6.4% | +13.6% | -20.0% | -8.2% |
| 3M | +4.8% | +1.5% | +3.3% | +4.3% |
| 6M | +20.5% | +23.0% | -2.5% | +16.2% |
| YTD | +11.3% | +51.2% | -39.9% | +3.7% |
| 1Y | +9.0% | +63.5% | -54.5% | +0.1% |
| 3Y | +85.9% | +2.5% | +83.4% | +80.2% |
| 5Y | +45.8% | +139.2% | -93.4% | +23.5% |
| 10Y | +555.5% | -4.8% | +560.2% | +580.1% |
| All | +555.5% | -4.3% | +559.8% | +580.1% |
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 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