-40.5%
RIG vs AA
+282.0%
-322.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.7% | -1.8% |
| 7D | +0.9% | -0.7% | +1.6% | +1.2% |
| 30D | +13.8% | +5.0% | +8.8% | +10.7% |
| 3M | -6.4% | -35.8% | +29.4% | +14.9% |
| 6M | -8.2% | -18.4% | +10.2% | -3.4% |
| YTD | +41.6% | -5.5% | +47.1% | +36.2% |
| 1Y | +88.7% | +61.0% | +27.7% | +35.4% |
| 3Y | -30.9% | +66.2% | -97.1% | -54.9% |
| 5Y | +57.7% | +11.4% | +46.3% | +17.3% |
| 10Y | -39.3% | +116.9% | -156.1% | -69.1% |
| All | -40.5% | +282.0% | -322.5% | -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