-16.6%
SLB vs AME
+465.0%
-481.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.2% | -3.3% | -2.3% |
| 7D | -3.7% | -1.5% | -2.2% | -2.9% |
| 30D | +2.9% | -4.2% | +7.1% | +5.8% |
| 3M | +0.2% | -5.9% | +6.2% | +4.2% |
| 6M | -4.4% | +2.8% | -7.3% | -8.0% |
| YTD | +33.4% | +16.6% | +16.9% | +15.5% |
| 1Y | +40.8% | +22.1% | +18.7% | +17.4% |
| 3Y | +3.2% | +64.7% | -61.5% | -35.2% |
| 5Y | +64.8% | +76.6% | -11.8% | -5.9% |
| 10Y | -16.6% | +443.9% | -460.4% | -74.7% |
| All | -16.6% | +465.0% | -481.6% | -74.7% |
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