+140.1%
AMT vs RIG
-48.2%
+188.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -2.2% | +4.3% | -6.5% | -2.3% |
| 30D | +5.8% | -5.8% | +11.6% | +5.9% |
| 3M | +12.6% | -6.7% | +19.2% | +12.6% |
| 6M | +8.3% | -18.7% | +27.0% | +8.7% |
| YTD | +11.4% | +28.8% | -17.4% | +10.3% |
| 1Y | +7.7% | +28.8% | -21.1% | +6.6% |
| 3Y | +14.8% | -20.0% | +34.8% | +14.3% |
| 5Y | -18.0% | +56.0% | -74.0% | -20.7% |
| All | +140.1% | -48.2% | +188.3% | +124.2% |
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