-17.3%
SLB vs APD
+188.9%
-206.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.3% | -1.2% |
| 7D | -4.3% | -0.2% | -4.0% | -4.2% |
| 30D | +1.9% | +11.0% | -9.1% | -3.9% |
| 3M | -5.7% | +2.0% | -7.7% | -6.8% |
| 6M | -5.3% | +7.1% | -12.4% | -9.5% |
| YTD | +32.2% | +29.8% | +2.4% | +12.6% |
| 1Y | +38.5% | +24.0% | +14.5% | +20.6% |
| 3Y | +1.1% | +27.2% | -26.0% | -16.2% |
| 5Y | +70.3% | +12.8% | +57.5% | +48.7% |
| 10Y | -17.3% | +185.0% | -202.3% | -59.1% |
| All | -17.3% | +188.9% | -206.2% | -59.1% |
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