+269.3%
APLD vs SLB
+34.2%
+235.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.1% | +5.2% | +6.1% |
| 7D | +7.8% | -1.2% | +9.0% | +9.0% |
| 30D | -23.0% | +4.5% | -27.5% | -24.7% |
| 3M | -39.7% | -4.6% | -35.1% | -38.3% |
| 6M | -59.8% | -6.3% | -53.6% | -59.2% |
| YTD | -27.0% | +35.0% | -61.9% | -41.3% |
| 1Y | -37.3% | +38.8% | -76.1% | -50.6% |
| 3Y | +281.9% | +3.3% | +278.6% | +258.4% |
| All | +269.3% | +34.2% | +235.1% | +185.4% |
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