-5.9%
SLB vs AGI
+388.9%
-394.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.5% | -1.5% |
| 7D | -2.4% | -5.3% | +2.8% | -1.9% |
| 30D | +4.9% | +6.8% | -1.9% | +4.1% |
| 3M | +1.4% | +8.3% | -6.9% | +0.3% |
| 6M | +17.6% | -29.2% | +46.9% | +20.8% |
| YTD | +48.3% | -7.3% | +55.6% | +48.0% |
| 1Y | +58.7% | +8.0% | +50.6% | +55.6% |
| 3Y | +0.6% | +206.6% | -206.0% | -12.0% |
| 5Y | +133.6% | +398.1% | -264.6% | +94.1% |
| All | -5.9% | +388.9% | -394.8% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 10y: compounded portfolio wealth divided by compounded AGI 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…
10y analysis · Full analysis span regression · 6 months rolling