-4.5%
SLB vs AG
+219.8%
-224.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | +0.4% |
| 7D | -7.1% | +6.3% | -13.4% | -7.7% |
| 30D | +4.1% | -8.9% | +13.0% | +4.9% |
| 3M | -2.6% | -12.2% | +9.6% | -1.7% |
| 6M | -8.6% | -28.3% | +19.7% | -6.3% |
| YTD | +32.2% | -8.8% | +41.0% | +31.3% |
| 1Y | +40.7% | +39.4% | +1.3% | +34.0% |
| 3Y | -4.5% | +229.4% | -233.9% | -18.4% |
| All | -4.5% | +219.8% | -224.3% | -18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling