+115.4%
AMD vs RIG
+34.1%
+81.2%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +4.1% | -12.9% | -9.4% |
| 7D | +18.9% | +5.7% | +13.2% | +17.8% |
| 30D | -6.4% | -0.7% | -5.7% | -6.2% |
| 3M | +10.6% | -3.1% | +13.7% | +10.8% |
| 6M | +19.9% | -16.3% | +36.2% | +21.9% |
| YTD | +149.4% | +34.1% | +115.2% | +108.4% |
| 1Y | +115.4% | +38.2% | +77.2% | +76.5% |
| All | +115.4% | +34.1% | +81.2% | +76.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling