-13.1%
SLB vs AG
+76.0%
-89.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.9% | +1.8% |
| 7D | +3.5% | -10.0% | +13.5% | +4.8% |
| 30D | +6.5% | -10.5% | +17.0% | +7.8% |
| 3M | -0.2% | -27.3% | +27.0% | +3.3% |
| 6M | -5.7% | -43.0% | +37.3% | 0.0% |
| YTD | +36.8% | -17.9% | +54.7% | +36.5% |
| 1Y | +45.8% | +11.9% | +33.9% | +39.2% |
| 3Y | +3.4% | +201.8% | -198.5% | -18.1% |
| 5Y | +76.1% | -0.1% | +76.2% | +57.1% |
| All | -13.1% | +76.0% | -89.1% | -33.2% |
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