-20.3%
AMT vs RIG
+44.4%
-64.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.7% | -5.4% | -2.8% |
| 7D | +0.5% | -24.5% | +25.0% | +1.4% |
| 30D | +13.6% | -2.8% | +16.4% | +13.6% |
| 3M | +11.5% | +1.6% | +9.9% | +11.2% |
| 6M | +6.9% | -15.9% | +22.8% | +7.3% |
| YTD | +10.8% | +26.9% | -16.1% | +9.6% |
| 1Y | +10.3% | +34.4% | -24.0% | +8.9% |
| 3Y | +12.4% | -21.2% | +33.6% | +12.8% |
| All | -20.3% | +44.4% | -64.7% | -19.7% |
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