-92.9%
RIG vs ACM
+230.8%
-323.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.6% |
| 7D | +0.9% | -3.7% | +4.6% | +3.2% |
| 30D | +13.8% | -11.1% | +24.9% | +20.7% |
| 3M | -6.4% | -8.0% | +1.6% | -4.0% |
| 6M | -8.2% | -29.7% | +21.5% | +10.4% |
| YTD | +41.6% | -29.4% | +71.0% | +66.8% |
| 1Y | +88.7% | -46.4% | +135.1% | +163.6% |
| 3Y | -30.9% | -22.3% | -8.5% | -24.4% |
| 5Y | +57.7% | +4.5% | +53.2% | +44.5% |
| 10Y | -39.3% | +127.6% | -166.9% | -62.6% |
| All | -92.9% | +230.8% | -323.7% | -96.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling