+691.4%
SLB vs AZO
+47,313.8%
-46,622.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | +3.5% | +1.3% | +2.2% | +3.2% |
| 30D | +6.5% | +12.0% | -5.4% | +3.6% |
| 3M | -0.2% | +7.2% | -7.4% | -2.1% |
| 6M | -5.7% | -3.2% | -2.5% | -5.8% |
| YTD | +36.8% | -3.9% | +40.7% | +36.7% |
| 1Y | +45.8% | -14.7% | +60.4% | +49.5% |
| 3Y | +3.4% | +20.4% | -17.1% | -3.1% |
| 5Y | +76.1% | +72.8% | +3.3% | +50.3% |
| 10Y | -13.0% | +334.4% | -347.5% | -40.6% |
| All | +691.4% | +47,313.8% | -46,622.4% | +201.8% |
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 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