-3.1%
SLB vs AME
+419.5%
-422.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -1.0% |
| 7D | +0.8% | +0.6% | +0.2% | +0.4% |
| 30D | +15.8% | -6.7% | +22.5% | +21.7% |
| 3M | -0.3% | +4.1% | -4.4% | -4.4% |
| 6M | +21.3% | +1.6% | +19.8% | +18.0% |
| YTD | +52.3% | +16.1% | +36.2% | +33.0% |
| 1Y | +63.6% | +27.3% | +36.3% | +31.7% |
| 3Y | +3.8% | +50.9% | -47.1% | -29.6% |
| 5Y | +128.6% | +81.4% | +47.3% | +27.7% |
| All | -3.1% | +419.5% | -422.6% | -70.9% |
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