+1.4%
SLB vs APTV
+143.1%
-141.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.6% |
| 7D | -4.3% | -4.3% | 0.0% | -2.6% |
| 30D | +1.9% | -9.7% | +11.6% | +5.9% |
| 3M | -5.7% | -20.6% | +14.8% | +3.0% |
| 6M | -5.3% | -31.7% | +26.4% | +7.3% |
| YTD | +32.2% | -48.0% | +80.1% | +66.7% |
| 1Y | +38.5% | -52.1% | +90.6% | +80.7% |
| 3Y | +1.1% | -47.9% | +49.0% | +21.0% |
| 5Y | +70.3% | -76.9% | +147.2% | +180.8% |
| 10Y | -17.3% | -26.7% | +9.4% | -25.9% |
| All | +1.4% | +143.1% | -141.7% | -58.9% |
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