+3.2%
SLB vs APD
+27.3%
-24.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +0.2% |
| 7D | -3.7% | -1.6% | -2.1% | -3.2% |
| 30D | +2.9% | +10.6% | -7.7% | -0.8% |
| 3M | +0.2% | +2.5% | -2.3% | -0.7% |
| 6M | -4.4% | +6.0% | -10.4% | -6.7% |
| YTD | +33.4% | +28.4% | +5.0% | +20.8% |
| 1Y | +40.8% | +22.2% | +18.6% | +29.5% |
| 3Y | +3.2% | +26.6% | -23.4% | -5.0% |
| All | +3.2% | +27.3% | -24.1% | -5.0% |
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