-29.6%
RIG vs ACM
-19.8%
-9.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.2% |
| 7D | -2.7% | -0.3% | -2.4% | -2.6% |
| 30D | +9.5% | -12.9% | +22.4% | +14.8% |
| 3M | -6.6% | -6.4% | -0.3% | -5.8% |
| 6M | -2.9% | -29.2% | +26.4% | +12.2% |
| YTD | +39.5% | -29.9% | +69.4% | +58.7% |
| 1Y | +82.3% | -47.3% | +129.5% | +149.3% |
| 3Y | -29.6% | -19.6% | -10.0% | -30.0% |
| All | -29.6% | -19.8% | -9.8% | -30.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling