+133.6%
SLB vs AUR
-36.2%
+169.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.8% | -1.7% |
| 7D | -2.4% | +0.2% | -2.6% | -2.4% |
| 30D | +4.9% | -8.9% | +13.8% | +5.3% |
| 3M | +1.4% | +4.6% | -3.2% | +0.9% |
| 6M | +17.6% | +44.9% | -27.2% | +14.3% |
| YTD | +48.3% | +64.8% | -16.5% | +43.0% |
| 1Y | +58.7% | +16.4% | +42.3% | +55.4% |
| 3Y | +0.6% | +85.1% | -84.5% | -5.8% |
| 5Y | +133.6% | -36.1% | +169.7% | +100.4% |
| All | +133.6% | -36.2% | +169.8% | +100.4% |
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