+1,315.3%
AMAT vs RIG
-46.5%
+1,361.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | -1.3% | +12.7% | +11.6% |
| 7D | -1.1% | -17.0% | +16.0% | +2.0% |
| 30D | -26.9% | -6.2% | -20.7% | -26.2% |
| 3M | -31.2% | -1.7% | -29.5% | -31.4% |
| 6M | -14.7% | -19.2% | +4.5% | -12.5% |
| YTD | +44.7% | +25.2% | +19.5% | +37.1% |
| 1Y | +62.0% | +29.9% | +32.1% | +52.4% |
| 3Y | +165.0% | -21.3% | +186.3% | +159.6% |
| 5Y | +147.1% | +40.5% | +106.6% | +109.5% |
| 10Y | +1,315.3% | -49.6% | +1,364.8% | +1,002.0% |
| All | +1,315.3% | -46.5% | +1,361.7% | +1,002.0% |
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