+38.5%
SLB vs AG
+24.7%
+13.8%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.9% | +4.9% | -0.3% |
| 7D | -4.3% | +6.0% | -10.2% | -4.9% |
| 30D | +1.9% | -13.5% | +15.5% | +3.4% |
| 3M | -5.7% | -20.7% | +15.0% | -3.7% |
| 6M | -5.3% | -31.5% | +26.2% | -2.3% |
| YTD | +32.2% | -10.1% | +42.3% | +34.7% |
| 1Y | +38.5% | +26.0% | +12.5% | +41.9% |
| All | +38.5% | +24.7% | +13.8% | +41.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling