-14.4%
SLB vs AME
+442.0%
-456.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.5% |
| 7D | +2.6% | +8.1% | -5.5% | -3.4% |
| 30D | +4.4% | -3.8% | +8.2% | +7.0% |
| 3M | -2.7% | -6.6% | +3.9% | +1.7% |
| 6M | -7.5% | +4.6% | -12.1% | -12.1% |
| YTD | +34.8% | +17.9% | +16.9% | +15.7% |
| 1Y | +44.6% | +23.2% | +21.4% | +19.7% |
| 3Y | +3.2% | +62.9% | -59.8% | -34.6% |
| 5Y | +73.6% | +77.5% | -4.0% | -1.2% |
| All | -14.4% | +442.0% | -456.4% | -74.2% |
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