-14.4%
SLB vs APTV
-27.3%
+12.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.5% |
| 7D | +2.6% | -5.0% | +7.6% | +4.8% |
| 30D | +4.4% | -12.3% | +16.7% | +9.9% |
| 3M | -2.7% | -19.9% | +17.2% | +6.0% |
| 6M | -7.5% | -29.4% | +21.8% | +3.5% |
| YTD | +34.8% | -49.0% | +83.8% | +72.3% |
| 1Y | +44.6% | -53.1% | +97.7% | +91.7% |
| 3Y | +3.2% | -48.9% | +52.1% | +24.7% |
| 5Y | +73.6% | -77.2% | +150.8% | +195.4% |
| All | -14.4% | -27.3% | +12.9% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 10y: compounded portfolio wealth divided by compounded APTV 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…
10y analysis · Full analysis span regression · 6 months rolling