+1,059.7%
APH vs SLB
-3.2%
+1,062.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | +5.0% | +0.8% | +4.1% | +4.6% |
| 30D | -3.9% | +15.8% | -19.7% | -7.7% |
| 3M | +13.0% | -0.3% | +13.3% | +12.3% |
| 6M | +25.2% | +21.3% | +3.8% | +17.7% |
| YTD | +22.9% | +52.3% | -29.4% | +8.7% |
| 1Y | +47.8% | +63.6% | -15.8% | +28.0% |
| 3Y | +283.0% | +3.8% | +279.3% | +265.7% |
| 5Y | +349.7% | +128.6% | +221.0% | +225.8% |
| All | +1,059.7% | -3.2% | +1,062.9% | +804.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling