+47.3%
AMZN vs SLB
+132.5%
-85.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.2% |
| 7D | -3.0% | +0.8% | -3.8% | -3.2% |
| 30D | -5.2% | +15.8% | -21.0% | -7.6% |
| 3M | +1.9% | -0.3% | +2.2% | +1.7% |
| 6M | +19.2% | +21.3% | -2.1% | +14.5% |
| YTD | +12.0% | +52.3% | -40.3% | +2.8% |
| 1Y | +9.7% | +63.6% | -53.9% | -0.8% |
| 3Y | +87.2% | +3.8% | +83.4% | +77.7% |
| All | +47.3% | +132.5% | -85.2% | +24.9% |
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