+132.8%
AMAT vs RIG
-26.1%
+158.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -6.4% | -7.2% | -12.1% |
| 7D | -24.3% | -23.8% | -0.5% | -19.5% |
| 30D | -39.8% | -5.6% | -34.2% | -39.1% |
| 3M | -40.2% | -0.8% | -39.4% | -40.6% |
| 6M | -22.1% | -18.4% | -3.7% | -19.5% |
| YTD | +24.7% | +23.5% | +1.2% | +13.7% |
| 1Y | +33.3% | +30.8% | +2.5% | +19.5% |
| All | +132.8% | -26.1% | +158.9% | +117.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling