-13.1%
SLB vs AZO
+334.0%
-347.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | +3.5% | +1.3% | +2.2% | +3.1% |
| 30D | +6.5% | +12.0% | -5.4% | +2.7% |
| 3M | -0.2% | +7.2% | -7.4% | -2.7% |
| 6M | -5.7% | -3.2% | -2.5% | -5.7% |
| YTD | +36.8% | -3.9% | +40.7% | +36.8% |
| 1Y | +45.8% | -14.7% | +60.4% | +51.1% |
| 3Y | +3.4% | +20.4% | -17.1% | -6.5% |
| 5Y | +76.1% | +72.8% | +3.3% | +36.3% |
| All | -13.1% | +334.0% | -347.1% | -50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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