+7.5%
AMZN vs SLB
+39.9%
-32.5%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +2.9% |
| 7D | +8.7% | -3.7% | +12.4% | +8.9% |
| 30D | +1.7% | +2.9% | -1.2% | +1.5% |
| 3M | -2.8% | +0.2% | -3.0% | -2.7% |
| 6M | -2.1% | -4.4% | +2.3% | -1.5% |
| YTD | +15.6% | +33.4% | -17.8% | +10.2% |
| All | +7.5% | +39.9% | -32.5% | +1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling