+247.2%
AMAT vs RIG
+60.3%
+186.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.8% | +7.1% | +4.9% |
| 7D | -1.5% | +0.9% | -2.4% | -1.8% |
| 30D | -14.8% | +13.8% | -28.6% | -17.1% |
| 3M | -9.3% | -6.4% | -2.9% | -8.4% |
| 6M | +27.4% | -8.2% | +35.6% | +27.7% |
| YTD | +77.6% | +41.6% | +35.9% | +62.5% |
| 1Y | +188.9% | +88.7% | +100.2% | +148.4% |
| 3Y | +202.3% | -30.9% | +233.1% | +194.8% |
| All | +247.2% | +60.3% | +186.9% | +172.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling