+27,249.3%
AMAT vs RIG
-47.9%
+27,297.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -6.4% | -7.2% | -12.4% |
| 7D | -24.3% | -23.8% | -0.5% | -20.4% |
| 30D | -39.8% | -5.6% | -34.2% | -39.2% |
| 3M | -40.2% | -0.8% | -39.4% | -40.5% |
| 6M | -22.1% | -18.4% | -3.7% | -19.9% |
| YTD | +24.7% | +23.5% | +1.2% | +17.4% |
| 1Y | +33.3% | +30.8% | +2.5% | +24.1% |
| 3Y | +133.9% | -25.4% | +159.3% | +131.7% |
| 5Y | +117.1% | +42.5% | +74.6% | +77.5% |
| 10Y | +1,158.7% | -47.3% | +1,205.9% | +807.0% |
| All | +27,249.3% | -47.9% | +27,297.1% | +17,420.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling