+130.8%
SLB vs APTV
-67.9%
+198.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -2.9% | -0.7% |
| 7D | +0.8% | +4.8% | -4.0% | -0.6% |
| 30D | +15.8% | +2.0% | +13.8% | +14.9% |
| 3M | -0.3% | -34.2% | +33.9% | +11.5% |
| 6M | +21.3% | -34.7% | +56.0% | +34.9% |
| YTD | +52.3% | -37.0% | +89.3% | +70.6% |
| 1Y | +63.6% | -40.4% | +104.0% | +86.1% |
| 3Y | +3.8% | -54.1% | +57.9% | +23.0% |
| All | +130.8% | -67.9% | +198.7% | +186.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling