+262.1%
APH vs SLB
-6.1%
+268.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.6% | +3.6% | +4.0% |
| 7D | -5.9% | -7.1% | +1.2% | -4.2% |
| 30D | -14.8% | +4.1% | -18.9% | -15.5% |
| 3M | -12.4% | -2.6% | -9.8% | -12.1% |
| 6M | +8.1% | -8.6% | +16.6% | +9.9% |
| YTD | +10.9% | +32.2% | -21.3% | +1.6% |
| 1Y | +8.8% | +40.7% | -31.9% | -2.3% |
| 3Y | +262.1% | -4.5% | +266.6% | +241.5% |
| All | +262.1% | -6.1% | +268.1% | +241.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling