+50.4%
AMZN vs SLB
+76.5%
-26.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.5% |
| 7D | +2.8% | +3.5% | -0.7% | +2.2% |
| 30D | +5.0% | +6.5% | -1.6% | +3.7% |
| 3M | +0.6% | -0.2% | +0.8% | +0.3% |
| 6M | -1.3% | -5.7% | +4.4% | -0.8% |
| YTD | +15.5% | +36.8% | -21.3% | +7.6% |
| 1Y | +12.2% | +45.8% | -33.5% | +3.2% |
| 3Y | +87.0% | +3.4% | +83.7% | +78.1% |
| All | +50.4% | +76.5% | -26.1% | +30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling