-17.1%
SLB vs APD
+185.9%
-203.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.4% |
| 7D | -7.1% | -3.7% | -3.4% | -5.2% |
| 30D | +4.1% | +9.6% | -5.5% | -1.2% |
| 3M | -2.6% | +1.6% | -4.3% | -3.6% |
| 6M | -8.6% | +2.2% | -10.7% | -10.3% |
| YTD | +32.2% | +25.9% | +6.3% | +14.5% |
| 1Y | +40.7% | +20.1% | +20.5% | +24.7% |
| 3Y | -4.5% | +12.4% | -16.9% | -15.0% |
| 5Y | +66.4% | +11.1% | +55.2% | +46.1% |
| All | -17.1% | +185.9% | -203.0% | -58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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