+12.4%
SLB vs AMCR
+100.3%
-87.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.4% |
| 7D | +2.6% | -4.5% | +7.0% | +4.4% |
| 30D | +4.4% | +4.9% | -0.5% | +2.0% |
| 3M | -2.7% | -4.6% | +1.8% | -1.3% |
| 6M | -7.5% | +15.2% | -22.7% | -13.9% |
| YTD | +34.8% | +9.7% | +25.1% | +27.1% |
| 1Y | +44.6% | +10.5% | +34.1% | +35.9% |
| 3Y | +3.2% | +13.8% | -10.7% | -5.7% |
| 5Y | +73.6% | -9.1% | +82.7% | +72.8% |
| 10Y | -14.3% | +18.6% | -32.9% | -27.7% |
| All | +12.4% | +100.3% | -87.9% | -6.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling