+1,311.4%
AMT vs RIG
-85.2%
+1,396.5%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.8% | -0.8% |
| 7D | -0.2% | +0.9% | -1.1% | -0.3% |
| 30D | +4.6% | +13.8% | -9.2% | +3.1% |
| 3M | -8.4% | -6.4% | -2.0% | -8.1% |
| 6M | -6.0% | -8.2% | +2.1% | -5.8% |
| YTD | +2.1% | +41.6% | -39.5% | -2.6% |
| 1Y | -6.4% | +88.7% | -95.1% | -13.9% |
| 3Y | +8.1% | -30.9% | +38.9% | +7.4% |
| 5Y | -31.9% | +57.7% | -89.6% | -42.0% |
| 10Y | +97.1% | -39.3% | +136.4% | +48.0% |
| All | +1,311.4% | -85.2% | +1,396.5% | +958.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling