-17.1%
SLB vs AVAV
+361.4%
-378.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.5% | -9.9% | -1.2% |
| 7D | -7.1% | -10.6% | +3.5% | -5.5% |
| 30D | +4.1% | -18.8% | +22.9% | +7.4% |
| 3M | -2.6% | -34.1% | +31.5% | +3.6% |
| 6M | -8.6% | -35.3% | +26.8% | -4.2% |
| YTD | +32.2% | -53.4% | +85.6% | +43.5% |
| 1Y | +40.7% | -65.6% | +106.3% | +61.1% |
| 3Y | -4.5% | -5.1% | +0.5% | -17.7% |
| 5Y | +66.4% | +18.5% | +47.8% | +28.4% |
| All | -17.1% | +361.4% | -378.5% | -44.4% |
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