+844.5%
APH vs SLB
-16.7%
+861.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.7% | -5.6% | -8.4% |
| 7D | -12.7% | -7.7% | -5.0% | -10.9% |
| 30D | -19.2% | -0.7% | -18.4% | -19.0% |
| 3M | -16.7% | 0.0% | -16.7% | -16.9% |
| 6M | +5.1% | -10.4% | +15.6% | +7.2% |
| YTD | +6.6% | +31.5% | -24.9% | -2.2% |
| 1Y | +3.9% | +39.1% | -35.2% | -6.2% |
| 3Y | +246.0% | -5.7% | +251.7% | +239.1% |
| 5Y | +268.0% | +65.4% | +202.6% | +193.4% |
| All | +844.5% | -16.7% | +861.2% | +657.9% |
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 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