-17.3%
SLB vs AME
+438.4%
-455.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -4.3% | -4.1% | -0.1% | -1.4% |
| 30D | +1.9% | -4.1% | +6.1% | +4.7% |
| 3M | -5.7% | -5.6% | -0.1% | -2.2% |
| 6M | -5.3% | +2.8% | -8.2% | -8.9% |
| YTD | +32.2% | +16.6% | +15.5% | +14.4% |
| 1Y | +38.5% | +21.1% | +17.4% | +16.2% |
| 3Y | +1.1% | +61.1% | -60.0% | -35.3% |
| 5Y | +70.3% | +76.6% | -6.3% | -2.8% |
| 10Y | -17.3% | +431.3% | -448.6% | -75.0% |
| All | -17.3% | +438.4% | -455.7% | -75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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