-14.4%
SLB vs AG
+80.4%
-94.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.3% | +5.2% | +0.6% |
| 7D | +2.6% | -6.0% | +8.6% | +3.3% |
| 30D | +4.4% | -14.3% | +18.7% | +6.2% |
| 3M | -2.7% | -26.9% | +24.2% | +0.7% |
| 6M | -7.5% | -42.1% | +34.6% | -2.1% |
| YTD | +34.8% | -15.9% | +50.7% | +34.1% |
| 1Y | +44.6% | +11.5% | +33.1% | +38.1% |
| 3Y | +3.2% | +208.0% | -204.8% | -18.5% |
| 5Y | +73.6% | +2.4% | +71.1% | +54.4% |
| All | -14.4% | +80.4% | -94.8% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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