+818.8%
SLB vs APD
+6,189.3%
-5,370.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.3% |
| 7D | -7.1% | -3.7% | -3.4% | -5.4% |
| 30D | +4.1% | +9.6% | -5.5% | -0.7% |
| 3M | -2.6% | +1.6% | -4.3% | -3.5% |
| 6M | -8.6% | +2.2% | -10.7% | -10.1% |
| YTD | +32.2% | +25.9% | +6.3% | +16.5% |
| 1Y | +40.7% | +20.1% | +20.5% | +26.5% |
| 3Y | -4.5% | +12.4% | -16.9% | -13.8% |
| 5Y | +66.4% | +11.1% | +55.2% | +48.0% |
| 10Y | -15.1% | +190.1% | -205.2% | -52.8% |
| All | +818.8% | +6,189.3% | -5,370.5% | +79.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling