-16.6%
SLB vs APA
+0.9%
-17.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | -3.7% | -8.7% | +5.1% | +0.6% |
| 30D | +2.9% | -2.4% | +5.3% | +3.8% |
| 3M | +0.2% | +19.0% | -18.8% | -8.9% |
| 6M | -4.4% | +26.8% | -31.2% | -16.6% |
| YTD | +33.4% | +87.3% | -53.9% | -6.7% |
| 1Y | +40.8% | +92.3% | -51.5% | -3.1% |
| 3Y | +3.2% | +37.3% | -34.1% | -20.5% |
| 5Y | +64.8% | +73.2% | -8.4% | +10.2% |
| 10Y | -16.6% | -0.9% | -15.7% | -50.4% |
| All | -16.6% | +0.9% | -17.4% | -50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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