-13.1%
SLB vs AMCR
+18.6%
-31.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +3.5% | -2.4% | +5.9% | +4.8% |
| 30D | +6.5% | +3.6% | +2.9% | +4.0% |
| 3M | -0.2% | -4.2% | +4.0% | +1.4% |
| 6M | -5.7% | +15.5% | -21.2% | -14.4% |
| YTD | +36.8% | +9.7% | +27.1% | +26.3% |
| 1Y | +45.8% | +8.3% | +37.5% | +35.5% |
| 3Y | +3.4% | +15.4% | -12.0% | -10.0% |
| 5Y | +76.1% | -9.1% | +85.3% | +73.3% |
| All | -13.1% | +18.6% | -31.7% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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