-15.3%
RIG vs ACM
-9.1%
-6.2%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.6% | +3.6% | +4.0% |
| 7D | +5.7% | +5.6% | +0.1% | +3.9% |
| 30D | -0.7% | +20.8% | -21.5% | -7.0% |
| 3M | -3.1% | +11.4% | -14.6% | -7.1% |
| 6M | -16.3% | +0.9% | -17.3% | -17.9% |
| YTD | +34.1% | -24.8% | +59.0% | +48.3% |
| 1Y | +38.2% | -46.4% | +84.6% | +92.6% |
| 3Y | -15.3% | -9.2% | -6.1% | -19.9% |
| All | -15.3% | -9.1% | -6.2% | -19.9% |
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