+26.9%
SLB vs AMCR
+100.2%
-73.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | +0.8% | -1.9% | +2.7% | +1.6% |
| 30D | +15.8% | -4.1% | +19.9% | +17.6% |
| 3M | -0.3% | +21.7% | -22.0% | -8.9% |
| 6M | +21.3% | +1.5% | +19.9% | +19.0% |
| YTD | +52.3% | +13.1% | +39.2% | +42.4% |
| 1Y | +63.6% | +13.0% | +50.6% | +52.6% |
| 3Y | +3.8% | +6.9% | -3.2% | -2.4% |
| 5Y | +128.6% | -10.5% | +139.1% | +129.9% |
| 10Y | -3.1% | +20.9% | -23.9% | -17.9% |
| All | +26.9% | +100.2% | -73.3% | +6.6% |
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