+679.8%
SLB vs AZO
+47,204.6%
-46,524.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | +2.6% | -1.7% | +4.3% | +2.9% |
| 30D | +4.4% | +12.4% | -8.0% | +1.5% |
| 3M | -2.7% | +6.8% | -9.5% | -4.5% |
| 6M | -7.5% | -4.6% | -2.9% | -7.3% |
| YTD | +34.8% | -4.1% | +38.9% | +34.8% |
| 1Y | +44.6% | -14.2% | +58.8% | +48.1% |
| 3Y | +3.2% | +20.3% | -17.2% | -3.2% |
| 5Y | +73.6% | +72.4% | +1.1% | +48.2% |
| 10Y | -14.3% | +333.4% | -347.7% | -41.5% |
| All | +679.8% | +47,204.6% | -46,524.8% | +197.5% |
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