+780.9%
SLB vs AZO
+43,293.3%
-42,512.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | +0.8% | +0.7% | +0.1% | +0.7% |
| 30D | +15.8% | -2.7% | +18.5% | +16.4% |
| 3M | -0.3% | -3.2% | +2.9% | 0.0% |
| 6M | +21.3% | -19.7% | +41.1% | +26.8% |
| YTD | +52.3% | -12.0% | +64.3% | +55.7% |
| 1Y | +63.6% | -29.5% | +93.1% | +75.4% |
| 3Y | +3.8% | +17.3% | -13.6% | -2.0% |
| 5Y | +128.6% | +94.1% | +34.6% | +90.2% |
| 10Y | -3.1% | +303.3% | -306.4% | -32.5% |
| All | +780.9% | +43,293.3% | -42,512.4% | +243.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling