-3.3%
SLB vs AVAV
+479.1%
-482.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.5% |
| 7D | +0.8% | -2.2% | +3.1% | +1.2% |
| 30D | +15.8% | -13.9% | +29.8% | +18.5% |
| 3M | -0.3% | -29.2% | +28.9% | +4.2% |
| 6M | +21.3% | -36.1% | +57.5% | +27.7% |
| YTD | +52.3% | -40.2% | +92.5% | +59.4% |
| 1Y | +63.6% | -36.2% | +99.8% | +66.4% |
| 3Y | +3.8% | +47.5% | -43.8% | -18.1% |
| 5Y | +128.6% | +39.3% | +89.4% | +73.5% |
| All | -3.3% | +479.1% | -482.4% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 10y: compounded portfolio wealth divided by compounded AVAV 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…
10y analysis · Full analysis span regression · 6 months rolling