+130.8%
SLB vs APD
+27.6%
+103.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +15.0% |
| 3M | -0.3% | +7.2% | -7.5% | -3.3% |
| 6M | +21.3% | +11.2% | +10.1% | +15.7% |
| YTD | +52.3% | +24.4% | +27.9% | +38.7% |
| 1Y | +63.6% | +6.7% | +56.9% | +57.9% |
| 3Y | +3.8% | +9.2% | -5.5% | -1.8% |
| All | +130.8% | +27.6% | +103.2% | +88.6% |
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