+139.2%
SLB vs AGI
+390.0%
-250.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.5% |
| 7D | +0.4% | +4.4% | -4.0% | -0.3% |
| 30D | +13.6% | +10.0% | +3.6% | +11.7% |
| 3M | +1.5% | +1.7% | -0.2% | +0.7% |
| 6M | +23.0% | -26.8% | +49.8% | +28.1% |
| YTD | +51.2% | -5.3% | +56.5% | +49.7% |
| 1Y | +63.5% | +11.5% | +52.0% | +56.4% |
| 3Y | +2.5% | +212.9% | -210.4% | -24.4% |
| 5Y | +139.2% | +388.8% | -249.6% | +49.4% |
| All | +139.2% | +390.0% | -250.9% | +49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling