-17.3%
SLB vs ATI
+1,059.6%
-1,076.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.4% | -3.9% | -1.0% |
| 7D | -7.1% | +6.2% | -13.3% | -9.3% |
| 30D | +4.1% | -7.1% | +11.2% | +6.1% |
| 3M | -2.6% | -21.3% | +18.7% | +4.9% |
| 6M | -8.6% | +6.5% | -15.0% | -12.7% |
| YTD | +32.2% | +53.2% | -21.0% | +9.1% |
| 1Y | +40.7% | +82.7% | -42.1% | +8.5% |
| 3Y | -4.5% | +314.3% | -318.8% | -49.5% |
| 5Y | +66.4% | +890.9% | -824.6% | -40.5% |
| All | -17.3% | +1,059.6% | -1,076.9% | -73.2% |
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