+653.5%
APP vs SLB
+3.2%
+650.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.1% | +2.2% |
| 7D | +0.9% | +0.8% | 0.0% | +0.6% |
| 30D | -23.3% | +15.8% | -39.1% | -26.0% |
| 3M | -42.6% | -0.3% | -42.3% | -42.5% |
| 6M | -33.6% | +21.3% | -54.9% | -38.0% |
| YTD | -52.4% | +52.3% | -104.7% | -59.9% |
| 1Y | -35.9% | +63.6% | -99.5% | -48.0% |
| All | +653.5% | +3.2% | +650.4% | +605.9% |
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