+156.2%
SLB vs AMT
+1,431.6%
-1,275.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.2% | +1.0% |
| 7D | -7.1% | +0.5% | -7.6% | -7.2% |
| 30D | +4.1% | +13.6% | -9.5% | +1.6% |
| 3M | -2.6% | +11.5% | -14.1% | -4.7% |
| 6M | -8.6% | +6.9% | -15.5% | -10.0% |
| YTD | +32.2% | +10.8% | +21.4% | +29.1% |
| 1Y | +40.7% | +10.3% | +30.3% | +37.4% |
| 3Y | -4.5% | +12.4% | -16.9% | -8.3% |
| 5Y | +66.4% | -20.1% | +86.4% | +67.8% |
| 10Y | -15.1% | +116.8% | -131.9% | -29.1% |
| All | +156.2% | +1,431.6% | -1,275.4% | +25.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling