+446.2%
APP vs SLB
+105.5%
+340.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -3.7% | +34.8% | +31.5% |
| 7D | +39.7% | -7.7% | +47.4% | +41.0% |
| 30D | +27.7% | -0.7% | +28.5% | +27.5% |
| 3M | -14.8% | 0.0% | -14.7% | -15.3% |
| 6M | -25.5% | -10.4% | -15.1% | -24.9% |
| YTD | -47.2% | +31.5% | -78.6% | -50.8% |
| 1Y | -42.3% | +39.1% | -81.4% | -47.0% |
| 3Y | +806.8% | -5.7% | +812.5% | +770.8% |
| 5Y | +261.6% | +65.4% | +196.2% | +219.5% |
| All | +446.2% | +105.5% | +340.7% | +347.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling