-93.3%
RIG vs ACM
+252.1%
-345.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.6% | +3.6% | +3.8% |
| 7D | +5.7% | +5.6% | +0.1% | +2.0% |
| 30D | -0.7% | +20.8% | -21.5% | -12.4% |
| 3M | -3.1% | +11.4% | -14.6% | -10.9% |
| 6M | -16.3% | +0.9% | -17.3% | -20.0% |
| YTD | +34.1% | -24.8% | +59.0% | +50.1% |
| 1Y | +38.2% | -46.4% | +84.6% | +91.4% |
| 3Y | -15.3% | -9.2% | -6.1% | -17.1% |
| 5Y | +62.5% | +5.0% | +57.5% | +47.0% |
| 10Y | -46.6% | +130.6% | -177.2% | -67.9% |
| All | -93.3% | +252.1% | -345.4% | -97.1% |
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