+76.4%
SLB vs APD
+16.4%
+59.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +3.5% | +3.8% | -0.3% | +2.1% |
| 30D | +6.5% | +8.2% | -1.7% | +3.4% |
| 3M | -0.2% | +4.3% | -4.5% | -1.8% |
| 6M | -5.7% | +4.7% | -10.4% | -7.6% |
| YTD | +36.8% | +31.5% | +5.3% | +22.3% |
| 1Y | +45.8% | +23.5% | +22.2% | +33.2% |
| 3Y | +3.4% | +29.1% | -25.8% | -8.1% |
| All | +76.4% | +16.4% | +59.9% | +57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling