-17.3%
SLB vs AG
+64.1%
-81.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.9% | +4.9% | -0.2% |
| 7D | -4.3% | +6.0% | -10.2% | -5.1% |
| 30D | +1.9% | -13.5% | +15.5% | +3.6% |
| 3M | -5.7% | -20.7% | +15.0% | -3.4% |
| 6M | -5.3% | -31.5% | +26.2% | -1.9% |
| YTD | +32.2% | -10.1% | +42.3% | +30.4% |
| 1Y | +38.5% | +26.0% | +12.5% | +30.2% |
| 3Y | +1.1% | +228.9% | -227.8% | -20.7% |
| 5Y | +70.3% | +8.7% | +61.6% | +50.3% |
| 10Y | -17.3% | +71.9% | -89.2% | -37.0% |
| All | -17.3% | +64.1% | -81.4% | -37.0% |
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