+195.1%
SLB vs AMT
+1,311.4%
-1,116.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.2% | +0.4% |
| 7D | +0.8% | -0.2% | +1.1% | +0.8% |
| 30D | +15.8% | +4.6% | +11.2% | +14.8% |
| 3M | -0.3% | -8.4% | +8.1% | +1.0% |
| 6M | +21.3% | -6.0% | +27.4% | +22.3% |
| YTD | +52.3% | +2.1% | +50.2% | +51.1% |
| 1Y | +63.6% | -6.4% | +70.0% | +64.7% |
| 3Y | +3.8% | +8.1% | -4.3% | +0.3% |
| 5Y | +128.6% | -31.9% | +160.6% | +137.6% |
| 10Y | -3.1% | +97.1% | -100.2% | -17.6% |
| All | +195.1% | +1,311.4% | -1,116.2% | +47.2% |
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 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