+264.6%
AMD vs RIG
+62.5%
+202.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +4.1% | -12.9% | -9.6% |
| 7D | +18.9% | +5.7% | +13.2% | +17.4% |
| 30D | -6.4% | -0.7% | -5.7% | -6.4% |
| 3M | +10.6% | -3.1% | +13.7% | +10.6% |
| 6M | +19.9% | -16.3% | +36.2% | +22.9% |
| YTD | +149.4% | +34.1% | +115.2% | +127.5% |
| 1Y | +115.4% | +38.2% | +77.2% | +95.2% |
| 3Y | +357.3% | -15.3% | +372.6% | +329.8% |
| All | +264.6% | +62.5% | +202.1% | +164.0% |
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 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