+527.5%
APP vs SLB
+113.9%
+413.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.5% | +2.4% | +3.7% |
| 7D | +4.6% | +3.5% | +1.1% | +4.1% |
| 30D | +56.0% | +6.5% | +49.5% | +54.3% |
| 3M | +30.8% | -0.2% | +31.1% | +30.4% |
| 6M | -9.8% | -5.7% | -4.1% | -9.6% |
| YTD | -39.3% | +36.8% | -76.1% | -43.8% |
| 1Y | -26.4% | +45.8% | -72.2% | -32.8% |
| 3Y | +887.9% | +3.4% | +884.6% | +840.0% |
| 5Y | +264.1% | +76.1% | +188.0% | +218.5% |
| All | +527.5% | +113.9% | +413.6% | +411.1% |
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