-0.4%
SLB vs AUR
+81.4%
-81.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +5.5% |
| 3M | +1.4% | +4.6% | -3.2% | +0.6% |
| 6M | +17.6% | +44.9% | -27.2% | +12.9% |
| YTD | +48.3% | +64.8% | -16.5% | +40.6% |
| 1Y | +58.7% | +16.4% | +42.3% | +53.9% |
| All | -0.4% | +81.4% | -81.8% | -12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling