+56.0%
RIG vs AA
-16.1%
+72.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.8% |
| 7D | +4.3% | +5.3% | -1.0% | +1.7% |
| 30D | -5.8% | -2.3% | -3.6% | -5.4% |
| 3M | -6.7% | -20.8% | +14.2% | +2.6% |
| 6M | -18.7% | -39.8% | +21.2% | -1.0% |
| YTD | +28.8% | -23.3% | +52.1% | +34.4% |
| 1Y | +28.8% | +1.8% | +27.0% | +15.5% |
| 3Y | -20.0% | +69.5% | -89.5% | -49.4% |
| 5Y | +56.0% | -18.0% | +74.0% | +33.8% |
| All | +56.0% | -16.1% | +72.1% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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