+1.4%
SLB vs APTV
+142.3%
-140.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.0% | +2.0% |
| 7D | -7.1% | -10.2% | +3.1% | -3.1% |
| 30D | +4.1% | -10.8% | +14.9% | +8.7% |
| 3M | -2.6% | -14.8% | +12.2% | +3.0% |
| 6M | -8.6% | -30.6% | +22.0% | +2.9% |
| YTD | +32.2% | -48.2% | +80.4% | +67.0% |
| 1Y | +40.7% | -52.0% | +92.6% | +83.3% |
| 3Y | -4.5% | -47.0% | +42.5% | +13.2% |
| 5Y | +66.4% | -77.5% | +143.8% | +177.8% |
| 10Y | -15.1% | -27.0% | +11.9% | -24.0% |
| All | +1.4% | +142.3% | -140.9% | -58.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling