+12.5%
SLB vs AMCR
+103.0%
-90.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.8% | +3.9% | +2.8% |
| 7D | -1.2% | -8.5% | +7.3% | +2.4% |
| 30D | +4.5% | +6.8% | -2.3% | +1.3% |
| 3M | -4.6% | -5.0% | +0.4% | -3.0% |
| 6M | -6.3% | +13.9% | -20.1% | -12.3% |
| YTD | +35.0% | +11.2% | +23.7% | +26.6% |
| 1Y | +38.8% | +11.3% | +27.5% | +30.1% |
| 3Y | +3.3% | +15.4% | -12.1% | -6.1% |
| 5Y | +73.6% | -7.7% | +81.4% | +71.8% |
| 10Y | -14.2% | +20.2% | -34.5% | -28.1% |
| All | +12.5% | +103.0% | -90.5% | -6.5% |
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 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