+1,370.8%
AMAT vs RIG
-49.1%
+1,419.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -2.5% | -12.2% | +9.7% | -0.3% |
| 30D | -26.5% | -6.0% | -20.5% | -25.9% |
| 3M | -28.6% | -9.4% | -19.1% | -27.7% |
| 6M | -14.2% | -19.1% | +4.8% | -12.0% |
| YTD | +45.5% | +25.4% | +20.1% | +37.8% |
| 1Y | +59.3% | +23.3% | +36.0% | +51.2% |
| 3Y | +153.1% | -22.1% | +175.2% | +148.3% |
| 5Y | +158.2% | +50.1% | +108.0% | +116.8% |
| 10Y | +1,370.8% | -50.7% | +1,421.5% | +1,048.9% |
| All | +1,370.8% | -49.1% | +1,419.9% | +1,048.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling