-4.5%
SLB vs APD
+11.7%
-16.2%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.1% |
| 7D | -7.1% | -3.7% | -3.4% | -5.9% |
| 30D | +4.1% | +9.6% | -5.5% | +0.6% |
| 3M | -2.6% | +1.6% | -4.3% | -3.2% |
| 6M | -8.6% | +2.2% | -10.7% | -9.5% |
| YTD | +32.2% | +25.9% | +6.3% | +20.5% |
| 1Y | +40.7% | +20.1% | +20.5% | +30.1% |
| 3Y | -4.5% | +12.4% | -16.9% | -9.2% |
| All | -4.5% | +11.7% | -16.2% | -9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling