+17.5%
SLB vs AG
+294.5%
-277.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | +0.3% |
| 7D | -7.1% | +6.3% | -13.4% | -8.1% |
| 30D | +4.1% | -8.9% | +13.0% | +5.4% |
| 3M | -2.6% | -12.2% | +9.6% | -1.3% |
| 6M | -8.6% | -28.3% | +19.7% | -5.1% |
| YTD | +32.2% | -8.8% | +41.0% | +29.5% |
| 1Y | +40.7% | +39.4% | +1.3% | +27.9% |
| 3Y | -4.5% | +229.4% | -233.9% | -29.3% |
| 5Y | +66.4% | +14.5% | +51.8% | +40.9% |
| 10Y | -15.1% | +82.7% | -97.8% | -42.5% |
| All | +17.5% | +294.5% | -277.0% | -58.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling