+95.0%
AMT vs RIG
-42.7%
+137.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.5% | 0.0% |
| 7D | -0.2% | -2.7% | +2.5% | -0.1% |
| 30D | +1.8% | +9.5% | -7.7% | +1.6% |
| 3M | -6.2% | -6.6% | +0.5% | -6.1% |
| 6M | -5.0% | -2.9% | -2.1% | -5.1% |
| YTD | +2.1% | +39.5% | -37.4% | +0.9% |
| 1Y | -5.7% | +82.3% | -88.0% | -7.6% |
| 3Y | +7.9% | -29.6% | +37.5% | +8.0% |
| 5Y | -32.3% | +63.2% | -95.5% | -34.7% |
| 10Y | +95.0% | -45.0% | +140.0% | +72.5% |
| All | +95.0% | -42.7% | +137.7% | +72.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling