+565.7%
AMZN vs RIG
-41.2%
+606.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.7% | +2.1% |
| 7D | -0.7% | -3.1% | +2.4% | -0.4% |
| 30D | -3.9% | -0.5% | -3.4% | -3.9% |
| 3M | +6.3% | -6.0% | +12.3% | +6.6% |
| 6M | +20.8% | -10.1% | +30.9% | +21.1% |
| YTD | +11.2% | +37.3% | -26.0% | +7.1% |
| 1Y | +11.7% | +73.9% | -62.3% | +4.9% |
| 3Y | +79.4% | -30.2% | +109.6% | +77.6% |
| 5Y | +48.0% | +62.5% | -14.4% | +32.6% |
| All | +565.7% | -41.2% | +606.9% | +501.1% |
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 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