+38.8%
SLB vs AR
+11.6%
+27.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.6% | +1.8% |
| 7D | -1.2% | +2.1% | -3.2% | -1.6% |
| 30D | +4.5% | +4.5% | 0.0% | +3.7% |
| 3M | -4.6% | +1.0% | -5.6% | -4.9% |
| 6M | -6.3% | +4.4% | -10.7% | -7.3% |
| YTD | +35.0% | +10.9% | +24.1% | +33.5% |
| 1Y | +38.8% | +8.6% | +30.3% | +37.9% |
| All | +38.8% | +11.6% | +27.2% | +37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 1y: compounded portfolio wealth divided by compounded AR 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…
1y analysis · Full analysis span regression · 6 months rolling