+154.7%
SLB vs AMT
+1,473.8%
-1,319.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.6% |
| 7D | -7.7% | +4.4% | -12.1% | -8.5% |
| 30D | -0.7% | +17.7% | -18.4% | -3.7% |
| 3M | 0.0% | +16.7% | -16.7% | -2.9% |
| 6M | -10.4% | +11.1% | -21.6% | -12.5% |
| YTD | +31.5% | +13.9% | +17.6% | +27.7% |
| 1Y | +39.1% | +12.5% | +26.6% | +35.5% |
| 3Y | -5.7% | +13.2% | -18.9% | -9.5% |
| 5Y | +65.4% | -17.9% | +83.3% | +66.1% |
| 10Y | -15.6% | +122.8% | -138.4% | -29.9% |
| All | +154.7% | +1,473.8% | -1,319.1% | +24.4% |
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