-43.7%
RIG vs AA
+204.6%
-248.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.8% | +5.9% | +5.0% |
| 7D | +5.7% | +0.5% | +5.2% | +5.2% |
| 30D | -0.7% | -0.6% | -0.1% | -1.1% |
| 3M | -3.1% | -19.7% | +16.5% | +6.7% |
| 6M | -16.3% | -41.6% | +25.3% | +5.2% |
| YTD | +34.1% | -24.6% | +58.8% | +43.0% |
| 1Y | +38.2% | +4.9% | +33.3% | +23.5% |
| 3Y | -15.3% | +66.8% | -82.1% | -44.7% |
| 5Y | +62.5% | -19.4% | +81.9% | +42.9% |
| 10Y | -46.6% | +43.1% | -89.7% | -67.2% |
| All | -43.7% | +204.6% | -248.2% | -75.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling