-5.9%
SLB vs AU
+694.8%
-700.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.3% | +2.5% | -1.5% |
| 7D | -2.4% | -7.0% | +4.5% | -1.8% |
| 30D | +4.9% | +7.3% | -2.4% | +4.1% |
| 3M | +1.4% | +33.2% | -31.8% | -1.4% |
| 6M | +17.6% | -0.6% | +18.3% | +16.7% |
| YTD | +48.3% | +26.2% | +22.2% | +43.9% |
| 1Y | +58.7% | +68.3% | -9.6% | +49.6% |
| 3Y | +0.6% | +592.1% | -591.6% | -17.9% |
| 5Y | +133.6% | +685.3% | -551.7% | +87.2% |
| All | -5.9% | +694.8% | -700.7% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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