+337.5%
AMD vs RIG
+60.3%
+277.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.8% | +7.5% | +5.3% |
| 7D | +2.6% | +0.9% | +1.7% | +2.3% |
| 30D | -0.9% | +13.8% | -14.7% | -3.9% |
| 3M | -8.7% | -6.4% | -2.3% | -7.8% |
| 6M | +136.3% | -8.2% | +144.5% | +137.1% |
| YTD | +123.0% | +41.6% | +81.4% | +102.2% |
| 1Y | +195.2% | +88.7% | +106.5% | +150.0% |
| 3Y | +336.3% | -30.9% | +367.2% | +328.9% |
| All | +337.5% | +60.3% | +277.3% | +224.4% |
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