+591.6%
AMZN vs SLB
-15.8%
+607.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +2.8% |
| 7D | +8.7% | -3.7% | +12.4% | +9.3% |
| 30D | +1.7% | +2.9% | -1.2% | +1.2% |
| 3M | -2.8% | +0.2% | -3.0% | -3.0% |
| 6M | -2.1% | -4.4% | +2.3% | -2.0% |
| YTD | +15.6% | +33.4% | -17.8% | +9.6% |
| 1Y | +9.2% | +40.8% | -31.6% | +2.6% |
| 3Y | +89.9% | +3.2% | +86.7% | +84.2% |
| 5Y | +49.3% | +64.8% | -15.5% | +33.4% |
| 10Y | +591.6% | -16.6% | +608.2% | +625.1% |
| All | +591.6% | -15.8% | +607.5% | +625.1% |
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