+139.3%
SLB vs AU
+688.4%
-549.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | -1.9% | +0.6% | -2.5% | -1.9% |
| 30D | +7.8% | +12.3% | -4.5% | +6.1% |
| 3M | +2.7% | +29.4% | -26.7% | -1.0% |
| 6M | +22.2% | +3.2% | +18.9% | +20.3% |
| YTD | +51.1% | +31.8% | +19.3% | +43.8% |
| 1Y | +63.3% | +83.4% | -20.1% | +48.0% |
| 3Y | +2.4% | +623.1% | -620.7% | -27.9% |
| 5Y | +139.3% | +700.5% | -561.2% | +76.1% |
| All | +139.3% | +688.4% | -549.1% | +76.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling