+1.9%
SLB vs AA
+73.1%
-71.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.7% | -0.5% | +1.5% |
| 7D | -1.2% | +1.1% | -2.3% | -1.5% |
| 30D | +4.5% | -1.3% | +5.7% | +4.6% |
| 3M | -4.6% | -23.9% | +19.3% | +1.4% |
| 6M | -6.3% | -36.8% | +30.5% | +3.4% |
| YTD | +35.0% | -22.2% | +57.1% | +38.2% |
| 1Y | +38.8% | +10.4% | +28.5% | +28.4% |
| All | +1.9% | +73.1% | -71.1% | -22.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling