-45.9%
RIG vs AA
+210.0%
-255.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.9% |
| 7D | +4.3% | +5.3% | -1.0% | +1.4% |
| 30D | -5.8% | -2.3% | -3.6% | -5.4% |
| 3M | -6.7% | -20.8% | +14.2% | +3.6% |
| 6M | -18.7% | -39.8% | +21.2% | +0.8% |
| YTD | +28.8% | -23.3% | +52.1% | +36.2% |
| 1Y | +28.8% | +1.8% | +27.0% | +17.0% |
| 3Y | -20.0% | +69.5% | -89.5% | -48.2% |
| 5Y | +56.0% | -18.0% | +74.0% | +36.1% |
| 10Y | -48.7% | +45.7% | -94.4% | -68.8% |
| All | -45.9% | +210.0% | -255.9% | -76.6% |
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