-5.9%
SLB vs AMCR
+16.5%
-22.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | -2.4% | -5.0% | +2.5% | +0.2% |
| 30D | +4.9% | -8.0% | +12.9% | +9.5% |
| 3M | +1.4% | +14.3% | -12.8% | -6.6% |
| 6M | +17.6% | +5.3% | +12.3% | +12.1% |
| YTD | +48.3% | +7.7% | +40.6% | +38.9% |
| 1Y | +58.7% | +10.8% | +47.8% | +45.7% |
| 3Y | +0.6% | +9.6% | -9.0% | -9.7% |
| 5Y | +133.6% | -10.2% | +143.8% | +132.0% |
| All | -5.9% | +16.5% | -22.4% | -27.0% |
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