+506.6%
APP vs SLB
+106.5%
+400.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.6% | -3.4% |
| 7D | +61.1% | -4.3% | +65.4% | +61.8% |
| 30D | +42.8% | +1.9% | +40.8% | +42.0% |
| 3M | +16.7% | -5.7% | +22.4% | +17.2% |
| 6M | -15.6% | -5.3% | -10.2% | -15.6% |
| YTD | -41.3% | +32.2% | -73.5% | -45.4% |
| 1Y | -39.3% | +38.5% | -77.8% | -44.1% |
| 3Y | +803.2% | +1.1% | +802.1% | +762.0% |
| 5Y | +313.2% | +70.3% | +242.9% | +262.9% |
| All | +506.6% | +106.5% | +400.1% | +396.3% |
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