+86.7%
AMZN vs RIG
-19.5%
+106.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.5% | -4.2% | -2.0% |
| 7D | +0.1% | -2.6% | +2.6% | +0.3% |
| 30D | +2.6% | -5.2% | +7.7% | +2.7% |
| 3M | -2.2% | -8.6% | +6.4% | -1.9% |
| 6M | -1.0% | -18.9% | +17.9% | +0.3% |
| YTD | +15.3% | +28.6% | -13.3% | +8.0% |
| 1Y | +6.9% | +25.5% | -18.7% | +0.3% |
| All | +86.7% | -19.5% | +106.2% | +73.8% |
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