+35.4%
SLB vs AG
+445.6%
-410.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.1% | +0.5% |
| 7D | +0.8% | +1.0% | -0.2% | +0.7% |
| 30D | +15.8% | +19.2% | -3.3% | +12.3% |
| 3M | -0.3% | +6.2% | -6.5% | -2.2% |
| 6M | +21.3% | -26.7% | +48.0% | +25.2% |
| YTD | +52.3% | +26.1% | +26.2% | +42.3% |
| 1Y | +63.6% | +131.7% | -68.0% | +36.3% |
| 3Y | +3.8% | +255.3% | -251.6% | -24.1% |
| 5Y | +128.6% | +61.9% | +66.7% | +83.6% |
| 10Y | -3.1% | +72.0% | -75.1% | -33.3% |
| All | +35.4% | +445.6% | -410.3% | -54.9% |
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