+3.2%
SLB vs AME
+50.7%
-47.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.5% |
| 7D | +0.8% | +0.6% | +0.2% | +0.6% |
| 30D | +15.8% | -6.7% | +22.5% | +19.4% |
| 3M | -0.3% | +4.1% | -4.4% | -2.8% |
| 6M | +21.3% | +1.6% | +19.8% | +19.4% |
| YTD | +52.3% | +16.1% | +36.2% | +40.1% |
| 1Y | +63.6% | +27.3% | +36.3% | +43.1% |
| All | +3.2% | +50.7% | -47.6% | -12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling