+63.6%
SLB vs AA
+63.2%
+0.4%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.4% |
| 7D | +0.8% | -0.7% | +1.5% | +0.9% |
| 30D | +15.8% | +5.0% | +10.8% | +15.0% |
| 3M | -0.3% | -35.8% | +35.5% | +4.9% |
| 6M | +21.3% | -18.4% | +39.7% | +23.9% |
| YTD | +52.3% | -5.5% | +57.8% | +51.0% |
| 1Y | +63.6% | +61.0% | +2.6% | +55.2% |
| All | +63.6% | +63.2% | +0.4% | +55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 1y: compounded portfolio wealth divided by compounded AA 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…
1y analysis · Full analysis span regression · 6 months rolling