-4.8%
SLB vs ATI
+1,051.1%
-1,055.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.1% |
| 7D | +0.4% | +3.2% | -2.7% | -0.7% |
| 30D | +13.6% | -9.0% | +22.6% | +17.2% |
| 3M | +1.5% | +15.1% | -13.6% | -4.5% |
| 6M | +23.0% | +38.1% | -15.1% | +7.3% |
| YTD | +51.2% | +80.7% | -29.4% | +19.2% |
| 1Y | +63.5% | +167.5% | -104.0% | +10.7% |
| 3Y | +2.5% | +366.0% | -363.5% | -46.9% |
| 5Y | +139.2% | +1,088.8% | -949.6% | -17.6% |
| 10Y | -4.8% | +1,055.0% | -1,059.7% | -69.7% |
| All | -4.8% | +1,051.1% | -1,055.9% | -69.7% |
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