+7.0%
AMT vs RIG
-27.8%
+34.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.8% | -1.1% |
| 7D | -0.2% | +0.9% | -1.1% | -0.2% |
| 30D | +4.6% | +13.8% | -9.2% | +4.5% |
| 3M | -8.4% | -6.4% | -2.0% | -8.4% |
| 6M | -6.0% | -8.2% | +2.1% | -5.9% |
| YTD | +2.1% | +41.6% | -39.5% | +2.2% |
| 1Y | -6.4% | +88.7% | -95.1% | -6.0% |
| All | +7.0% | -27.8% | +34.8% | +11.9% |
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