+1,587.5%
AMAT vs RIG
-39.8%
+1,627.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.8% | +7.1% | +4.8% |
| 7D | -1.5% | +0.9% | -2.4% | -1.7% |
| 30D | -14.8% | +13.8% | -28.6% | -16.7% |
| 3M | -9.3% | -6.4% | -2.9% | -8.5% |
| 6M | +27.4% | -8.2% | +35.6% | +27.8% |
| YTD | +77.6% | +41.6% | +35.9% | +65.5% |
| 1Y | +188.9% | +88.7% | +100.2% | +156.2% |
| 3Y | +202.3% | -30.9% | +233.1% | +201.6% |
| 5Y | +248.9% | +57.7% | +191.2% | +190.4% |
| All | +1,587.5% | -39.8% | +1,627.2% | +1,126.6% |
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