+272,508.4%
AMZN vs SLB
+234.2%
+272,274.2%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +2.7% |
| 7D | +8.7% | -3.7% | +12.4% | +9.7% |
| 30D | +1.7% | +2.9% | -1.2% | +0.8% |
| 3M | -2.8% | +0.2% | -3.0% | -3.3% |
| 6M | -2.1% | -4.4% | +2.3% | -2.1% |
| YTD | +15.6% | +33.4% | -17.8% | +4.9% |
| 1Y | +9.2% | +40.8% | -31.6% | -2.5% |
| 3Y | +89.9% | +3.2% | +86.7% | +81.0% |
| 5Y | +49.3% | +64.8% | -15.5% | +18.7% |
| 10Y | +591.6% | -16.6% | +608.2% | +504.7% |
| All | +272,508.4% | +234.2% | +272,274.2% | +123,214.4% |
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