+26.2%
SLB vs AS
+120.4%
-94.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.6% | -3.4% | -0.3% |
| 7D | +0.8% | -4.9% | +5.7% | +1.4% |
| 30D | +15.8% | -19.6% | +35.4% | +18.8% |
| 3M | -0.3% | -14.4% | +14.0% | +1.2% |
| 6M | +21.3% | -20.1% | +41.5% | +23.9% |
| YTD | +52.3% | -20.9% | +73.2% | +55.4% |
| 1Y | +63.6% | -21.9% | +85.5% | +66.9% |
| All | +26.2% | +120.4% | -94.2% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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