+3.2%
SLB vs APD
+9.1%
-5.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.5% |
| 7D | +0.8% | -2.2% | +3.0% | +1.7% |
| 30D | +15.8% | +2.1% | +13.7% | +15.1% |
| 3M | -0.3% | +7.2% | -7.5% | -3.1% |
| 6M | +21.3% | +11.2% | +10.1% | +16.1% |
| YTD | +52.3% | +24.4% | +27.9% | +39.5% |
| 1Y | +63.6% | +6.7% | +56.9% | +58.6% |
| All | +3.2% | +9.1% | -5.9% | -0.9% |
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