+130.8%
SLB vs APA
+156.4%
-25.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +1.8% |
| 7D | +0.8% | +0.5% | +0.3% | +0.4% |
| 30D | +15.8% | +23.4% | -7.6% | +3.5% |
| 3M | -0.3% | +12.7% | -13.0% | -7.3% |
| 6M | +21.3% | +39.4% | -18.1% | -2.0% |
| YTD | +52.3% | +79.0% | -26.6% | +6.3% |
| 1Y | +63.6% | +88.8% | -25.2% | +9.1% |
| 3Y | +3.8% | +6.4% | -2.6% | -8.3% |
| All | +130.8% | +156.4% | -25.6% | +22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling