-14.4%
SLB vs AMT
+134.2%
-148.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +2.6% | -2.2% | +4.7% | +3.0% |
| 30D | +4.4% | +5.8% | -1.4% | +3.1% |
| 3M | -2.7% | +12.6% | -15.3% | -5.3% |
| 6M | -7.5% | +8.3% | -15.9% | -9.5% |
| YTD | +34.8% | +11.4% | +23.4% | +30.9% |
| 1Y | +44.6% | +7.7% | +36.9% | +41.3% |
| 3Y | +3.2% | +14.8% | -11.6% | -3.0% |
| 5Y | +73.6% | -18.0% | +91.5% | +75.9% |
| All | -14.4% | +134.2% | -148.5% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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