-16.6%
SLB vs ATI
+1,119.3%
-1,135.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.2% | -4.2% | -0.9% |
| 7D | -3.7% | +6.0% | -9.7% | -5.8% |
| 30D | +2.9% | -3.6% | +6.6% | +3.5% |
| 3M | +0.2% | -18.9% | +19.1% | +6.8% |
| 6M | -4.4% | +16.7% | -21.1% | -11.8% |
| YTD | +33.4% | +61.1% | -27.7% | +8.0% |
| 1Y | +40.8% | +89.3% | -48.5% | +7.2% |
| 3Y | +3.2% | +333.3% | -330.1% | -46.3% |
| 5Y | +64.8% | +954.5% | -889.7% | -42.4% |
| 10Y | -16.6% | +1,067.0% | -1,083.5% | -73.5% |
| All | -16.6% | +1,119.3% | -1,135.9% | -73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 10y: compounded portfolio wealth divided by compounded ATI 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…
10y analysis · Full analysis span regression · 6 months rolling