+263,909.3%
AMZN vs SLB
+281.5%
+263,627.8%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.2% |
| 7D | -3.0% | +0.8% | -3.8% | -3.3% |
| 30D | -5.2% | +15.8% | -21.0% | -9.0% |
| 3M | +1.9% | -0.3% | +2.2% | +1.3% |
| 6M | +19.2% | +21.3% | -2.1% | +11.9% |
| YTD | +12.0% | +52.3% | -40.3% | -1.6% |
| 1Y | +9.7% | +63.6% | -53.9% | -5.8% |
| 3Y | +87.2% | +3.8% | +83.4% | +78.4% |
| 5Y | +48.7% | +128.6% | -80.0% | +7.8% |
| 10Y | +569.3% | -3.1% | +572.4% | +463.3% |
| All | +263,909.3% | +281.5% | +263,627.8% | +115,579.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling