+39.7%
RIG vs ACM
-46.6%
+86.3%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +2.9% | -10.6% | -7.5% |
| 7D | -18.8% | +9.5% | -28.3% | -18.7% |
| 30D | -1.1% | +14.7% | -15.8% | -1.0% |
| 3M | +4.4% | -9.5% | +13.9% | +4.8% |
| 6M | -20.8% | -18.0% | -2.7% | -19.4% |
| YTD | +32.0% | -27.3% | +59.2% | +35.0% |
| 1Y | +39.7% | -47.0% | +86.7% | +58.6% |
| All | +39.7% | -46.6% | +86.3% | +58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling