+61.4%
AMAT vs RIG
+43.0%
+18.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -7.6% | +4.3% | -2.3% |
| 7D | -11.2% | -18.8% | +7.6% | -8.9% |
| 30D | -31.9% | -1.1% | -30.8% | -31.8% |
| 3M | -32.3% | +4.4% | -36.8% | -33.1% |
| 6M | -5.4% | -20.8% | +15.4% | -4.4% |
| YTD | +44.3% | +32.0% | +12.3% | +30.0% |
| 1Y | +61.4% | +39.7% | +21.6% | +41.2% |
| All | +61.4% | +43.0% | +18.3% | +41.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling