+301.8%
AMD vs RIG
-24.1%
+325.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +2.7% | +8.3% | +10.4% |
| 7D | -11.0% | -24.5% | +13.4% | -5.7% |
| 30D | -30.5% | -2.8% | -27.7% | -30.1% |
| 3M | -8.2% | +1.6% | -9.8% | -9.2% |
| 6M | +6.6% | -15.9% | +22.5% | +9.3% |
| YTD | +109.7% | +26.9% | +82.8% | +92.0% |
| 1Y | +88.9% | +34.4% | +54.6% | +70.5% |
| 3Y | +301.8% | -21.2% | +323.0% | +264.0% |
| All | +301.8% | -24.1% | +325.9% | +264.0% |
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 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