+62.5%
SLB vs APTV
-77.0%
+139.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.0% | +1.5% |
| 7D | -7.1% | -10.2% | +3.1% | -4.6% |
| 30D | +4.1% | -10.8% | +14.9% | +7.0% |
| 3M | -2.6% | -14.8% | +12.2% | +1.0% |
| 6M | -8.6% | -30.6% | +22.0% | -1.1% |
| YTD | +32.2% | -48.2% | +80.4% | +54.9% |
| 1Y | +40.7% | -52.0% | +92.6% | +68.4% |
| 3Y | -4.5% | -47.0% | +42.5% | +7.1% |
| All | +62.5% | -77.0% | +139.5% | +127.5% |
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