+62.5%
SLB vs AR
+71.8%
-9.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.9% |
| 7D | -7.1% | -14.3% | +7.2% | -2.0% |
| 30D | +4.1% | +1.4% | +2.7% | +3.4% |
| 3M | -2.6% | +3.4% | -6.0% | -4.2% |
| 6M | -8.6% | -2.1% | -6.5% | -8.6% |
| YTD | +32.2% | +4.7% | +27.5% | +27.1% |
| 1Y | +40.7% | +10.6% | +30.1% | +32.2% |
| 3Y | -4.5% | +24.6% | -29.1% | -18.2% |
| All | +62.5% | +71.8% | -9.3% | +22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling