-59.6%
ACHR vs RIG
+119.0%
-178.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +4.1% | -11.1% | -7.6% |
| 7D | -9.2% | +5.7% | -15.0% | -10.2% |
| 30D | -1.0% | -0.7% | -0.3% | -1.2% |
| 3M | -42.2% | -3.1% | -39.0% | -42.2% |
| 6M | -38.2% | -16.3% | -21.9% | -37.0% |
| YTD | -46.4% | +34.1% | -80.6% | -50.2% |
| 1Y | -49.4% | +38.2% | -87.5% | -53.1% |
| 3Y | -22.5% | -15.3% | -7.2% | -26.1% |
| 5Y | -29.8% | +62.5% | -92.3% | -39.8% |
| All | -59.6% | +119.0% | -178.6% | -64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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