+76.4%
SLB vs AUR
-57.9%
+134.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.2% | +4.7% | +1.7% |
| 7D | +3.5% | -4.5% | +8.0% | +3.8% |
| 30D | +6.5% | -16.6% | +23.1% | +7.4% |
| 3M | -0.2% | -38.5% | +38.2% | +2.2% |
| 6M | -5.7% | -49.9% | +44.2% | -2.6% |
| YTD | +36.8% | +9.6% | +27.2% | +34.6% |
| 1Y | +45.8% | +1.2% | +44.6% | +43.9% |
| 3Y | +3.4% | +128.8% | -125.4% | -2.9% |
| All | +76.4% | -57.9% | +134.3% | +55.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling