-31.3%
AMT vs RIG
+60.3%
-91.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.8% | -1.0% |
| 7D | -0.2% | +0.9% | -1.1% | -0.3% |
| 30D | +4.6% | +13.8% | -9.2% | +4.2% |
| 3M | -8.4% | -6.4% | -2.0% | -8.3% |
| 6M | -6.0% | -8.2% | +2.1% | -5.9% |
| YTD | +2.1% | +41.6% | -39.5% | +0.9% |
| 1Y | -6.4% | +88.7% | -95.1% | -8.2% |
| 3Y | +8.1% | -30.9% | +38.9% | +9.4% |
| All | -31.3% | +60.3% | -91.6% | -33.5% |
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 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