+255.6%
SLB vs AU
+607.0%
-351.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +1.7% |
| 7D | +3.5% | -7.2% | +10.7% | +4.7% |
| 30D | +6.5% | -2.9% | +9.4% | +6.7% |
| 3M | -0.2% | -8.7% | +8.4% | +0.6% |
| 6M | -5.7% | -14.1% | +8.4% | -4.6% |
| YTD | +36.8% | +4.8% | +32.0% | +32.1% |
| 1Y | +45.8% | +11.9% | +33.9% | +38.9% |
| 3Y | +3.4% | +513.8% | -510.4% | -29.9% |
| 5Y | +76.1% | +379.3% | -303.1% | +20.9% |
| 10Y | -13.0% | +837.1% | -850.1% | -53.7% |
| All | +255.6% | +607.0% | -351.4% | +52.2% |
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