+2,300.3%
AVGO vs SLB
-15.8%
+2,316.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.9% | +7.9% | +8.5% |
| 7D | -0.9% | -3.7% | +2.8% | +0.3% |
| 30D | -11.6% | +2.9% | -14.6% | -12.3% |
| 3M | -25.2% | +0.2% | -25.4% | -25.5% |
| 6M | -25.4% | -4.4% | -21.0% | -25.2% |
| YTD | -7.2% | +33.4% | -40.6% | -16.0% |
| 1Y | -7.9% | +40.8% | -48.7% | -18.1% |
| 3Y | +262.1% | +3.2% | +258.9% | +245.6% |
| 5Y | +525.7% | +64.8% | +460.9% | +391.4% |
| 10Y | +2,300.3% | -16.6% | +2,316.9% | +1,655.8% |
| All | +2,300.3% | -15.8% | +2,316.2% | +1,655.8% |
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