+958.5%
SLB vs APA
+815.8%
+142.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.3% |
| 3M | -0.3% | +12.7% | -13.0% | -7.4% |
| 6M | +21.3% | +39.4% | -18.1% | -1.6% |
| YTD | +52.3% | +79.0% | -26.6% | +7.3% |
| 1Y | +63.6% | +88.8% | -25.2% | +10.5% |
| 3Y | +3.8% | +6.4% | -2.6% | -9.7% |
| 5Y | +128.6% | +153.0% | -24.3% | +20.4% |
| 10Y | -3.1% | +7.5% | -10.6% | -44.9% |
| All | +958.5% | +815.8% | +142.7% | +154.4% |
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 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