-2.6%
SLB vs APTV
-21.3%
+18.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | +1.1% |
| 7D | -1.9% | -1.2% | -0.7% | -1.5% |
| 30D | +7.8% | -10.6% | +18.4% | +12.8% |
| 3M | +2.7% | -35.0% | +37.7% | +21.4% |
| 6M | +22.2% | -38.9% | +61.1% | +46.0% |
| YTD | +51.1% | -41.5% | +92.6% | +83.1% |
| 1Y | +63.3% | -45.8% | +109.2% | +104.2% |
| 3Y | +2.4% | -55.7% | +58.1% | +33.2% |
| 5Y | +139.3% | -70.1% | +209.5% | +256.4% |
| 10Y | -2.6% | -19.1% | +16.5% | -10.2% |
| All | -2.6% | -21.3% | +18.7% | -10.2% |
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