+295.8%
SLB vs AU
+793.6%
-497.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.6% |
| 7D | +0.8% | -3.6% | +4.5% | +1.4% |
| 30D | +15.8% | +23.9% | -8.1% | +11.3% |
| 3M | -0.3% | +19.1% | -19.4% | -4.0% |
| 6M | +21.3% | -0.2% | +21.5% | +19.4% |
| YTD | +52.3% | +32.5% | +19.8% | +41.9% |
| 1Y | +63.6% | +96.9% | -33.3% | +41.2% |
| 3Y | +3.8% | +614.7% | -611.0% | -31.4% |
| 5Y | +128.6% | +647.7% | -519.1% | +45.6% |
| 10Y | -3.1% | +679.2% | -682.3% | -45.9% |
| All | +295.8% | +793.6% | -497.8% | +63.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling