+59.9%
RIG vs ADM
+67.1%
-7.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -2.6% |
| 7D | -8.2% | +1.4% | -9.6% | -9.1% |
| 30D | -0.2% | +8.2% | -8.4% | -5.7% |
| 3M | -2.7% | +8.7% | -11.4% | -8.4% |
| 6M | -7.5% | +29.1% | -36.5% | -23.4% |
| YTD | +38.3% | +53.7% | -15.4% | +1.2% |
| 1Y | +81.8% | +43.2% | +38.6% | +39.4% |
| 3Y | -30.2% | +21.4% | -51.6% | -40.9% |
| 5Y | +59.9% | +67.1% | -7.2% | +1.7% |
| All | +59.9% | +67.1% | -7.2% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 5y: compounded portfolio wealth divided by compounded ADM 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…
5y analysis · Full analysis span regression · 6 months rolling