+130.8%
SLB vs AMT
-31.6%
+162.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.2% | +0.3% |
| 7D | +0.8% | -0.2% | +1.1% | +0.8% |
| 30D | +15.8% | +4.6% | +11.2% | +15.2% |
| 3M | -0.3% | -8.4% | +8.1% | +0.5% |
| 6M | +21.3% | -6.0% | +27.4% | +21.9% |
| YTD | +52.3% | +2.1% | +50.2% | +51.6% |
| 1Y | +63.6% | -6.4% | +70.0% | +64.1% |
| 3Y | +3.8% | +8.1% | -4.3% | +0.9% |
| All | +130.8% | -31.6% | +162.4% | +117.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling