+139.2%
SLB vs AMCR
-9.8%
+149.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | 0.0% |
| 7D | +0.4% | -1.8% | +2.3% | +1.2% |
| 30D | +13.6% | -6.0% | +19.6% | +16.3% |
| 3M | +1.5% | +18.9% | -17.4% | -6.2% |
| 6M | +23.0% | +5.7% | +17.4% | +18.9% |
| YTD | +51.2% | +11.1% | +40.1% | +42.6% |
| 1Y | +63.5% | +12.7% | +50.8% | +52.8% |
| 3Y | +2.5% | +9.6% | -7.1% | -4.6% |
| 5Y | +139.2% | -10.3% | +149.5% | +152.1% |
| All | +139.2% | -9.8% | +149.0% | +152.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling