+3.2%
SLB vs AG
+260.2%
-257.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.1% | +0.4% |
| 7D | +0.8% | +1.0% | -0.2% | +0.7% |
| 30D | +15.8% | +19.2% | -3.3% | +13.8% |
| 3M | -0.3% | +6.2% | -6.5% | -1.3% |
| 6M | +21.3% | -26.7% | +48.0% | +23.7% |
| YTD | +52.3% | +26.1% | +26.2% | +47.1% |
| 1Y | +63.6% | +131.7% | -68.0% | +48.5% |
| All | +3.2% | +260.2% | -257.0% | -11.9% |
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 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