-16.6%
SLB vs AG
+77.4%
-93.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.7% | -3.8% | +0.3% |
| 7D | -3.7% | +10.8% | -14.5% | -5.0% |
| 30D | +2.9% | -8.2% | +11.1% | +3.8% |
| 3M | +0.2% | -13.7% | +13.9% | +1.6% |
| 6M | -4.4% | -27.3% | +22.8% | -1.7% |
| YTD | +33.4% | -4.6% | +38.0% | +30.7% |
| 1Y | +40.8% | +39.4% | +1.4% | +30.7% |
| 3Y | +3.2% | +244.1% | -240.9% | -19.5% |
| 5Y | +64.8% | +16.8% | +48.0% | +44.2% |
| 10Y | -16.6% | +71.7% | -88.2% | -36.5% |
| All | -16.6% | +77.4% | -93.9% | -36.5% |
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