+500.0%
APP vs SLB
+106.6%
+393.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.6% | +9.3% | +9.8% |
| 7D | +71.2% | -7.1% | +78.3% | +72.7% |
| 30D | +39.1% | +4.1% | +35.0% | +37.9% |
| 3M | +16.5% | -2.6% | +19.2% | +16.5% |
| 6M | -16.6% | -8.6% | -8.0% | -16.2% |
| YTD | -41.9% | +32.2% | -74.1% | -46.0% |
| 1Y | -37.0% | +40.7% | -77.7% | -42.3% |
| 3Y | +892.4% | -4.5% | +897.0% | +851.8% |
| 5Y | +297.3% | +66.4% | +230.9% | +250.8% |
| All | +500.0% | +106.6% | +393.4% | +390.8% |
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