+174.6%
ARM vs RIG
-38.4%
+213.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.7% | +2.0% | +4.0% |
| 7D | -15.2% | -24.5% | +9.3% | -8.4% |
| 30D | -40.7% | -2.8% | -37.9% | -40.4% |
| 3M | -39.1% | +1.6% | -40.6% | -40.2% |
| 6M | -26.4% | -15.9% | -10.5% | -24.4% |
| YTD | +59.7% | +26.9% | +32.9% | +37.8% |
| 1Y | +10.3% | +34.4% | -24.0% | -7.0% |
| 3Y | +228.9% | -21.2% | +250.1% | +209.8% |
| All | +174.6% | -38.4% | +213.0% | +182.7% |
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