+316.8%
APP vs SLB
+113.4%
+203.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -1.1% | +11.8% | +10.8% |
| 7D | +4.5% | -4.1% | +8.6% | +5.1% |
| 30D | -3.6% | +2.5% | -6.2% | -4.1% |
| 3M | -35.3% | +2.0% | -37.3% | -35.7% |
| 6M | -42.8% | -6.3% | -36.4% | -42.6% |
| YTD | -59.7% | +36.5% | -96.2% | -62.6% |
| 1Y | -55.4% | +46.2% | -101.6% | -59.2% |
| 3Y | +592.0% | -2.1% | +594.1% | +562.2% |
| 5Y | +175.7% | +73.7% | +102.0% | +142.3% |
| All | +316.8% | +113.4% | +203.4% | +239.9% |
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 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