+58.7%
SLB vs AUR
+10.3%
+48.4%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.8% | -1.6% |
| 7D | -2.4% | +0.2% | -2.6% | -2.5% |
| 30D | +4.9% | -8.9% | +13.8% | +5.7% |
| 3M | +1.4% | +4.6% | -3.2% | +0.3% |
| 6M | +17.6% | +44.9% | -27.2% | +8.7% |
| YTD | +48.3% | +64.8% | -16.5% | +33.9% |
| 1Y | +58.7% | +16.4% | +42.3% | +45.6% |
| All | +58.7% | +10.3% | +48.4% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 1y: compounded portfolio wealth divided by compounded AUR 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…
1y analysis · Full analysis span regression · 6 months rolling