+326.4%
SLB vs AGI
+5,459.2%
-5,132.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.4% |
| 7D | +0.8% | +0.6% | +0.2% | +0.8% |
| 30D | +15.8% | +18.2% | -2.4% | +13.5% |
| 3M | -0.3% | -4.1% | +3.8% | -0.3% |
| 6M | +21.3% | -28.7% | +50.0% | +25.0% |
| YTD | +52.3% | -4.0% | +56.3% | +51.2% |
| 1Y | +63.6% | +17.4% | +46.2% | +58.3% |
| 3Y | +3.8% | +203.0% | -199.3% | -10.9% |
| 5Y | +128.6% | +376.7% | -248.0% | +84.6% |
| 10Y | -3.1% | +407.5% | -410.5% | -27.5% |
| All | +326.4% | +5,459.2% | -5,132.7% | +157.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling