+818.8%
SLB vs APA
+860.5%
-41.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.1% | -0.8% |
| 7D | -7.1% | -15.5% | +8.4% | +1.2% |
| 30D | +4.1% | +2.4% | +1.7% | +2.4% |
| 3M | -2.6% | +22.8% | -25.4% | -13.6% |
| 6M | -8.6% | +17.9% | -26.5% | -17.9% |
| YTD | +32.2% | +87.7% | -55.5% | -9.8% |
| 1Y | +40.7% | +94.2% | -53.5% | -6.0% |
| 3Y | -4.5% | +27.2% | -31.7% | -24.9% |
| 5Y | +66.4% | +74.1% | -7.8% | +6.6% |
| 10Y | -15.1% | +2.6% | -17.7% | -50.3% |
| All | +818.8% | +860.5% | -41.7% | +113.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling