-43.7%
RIG vs ADM
+1,312.4%
-1,356.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.7% | +1.4% | +2.8% |
| 7D | +5.7% | +4.2% | +1.5% | +3.6% |
| 30D | -0.7% | -12.8% | +12.1% | +6.2% |
| 3M | -3.1% | -8.5% | +5.3% | +1.1% |
| 6M | -16.3% | -10.9% | -5.4% | -11.6% |
| YTD | +34.1% | +29.4% | +4.7% | +18.0% |
| 1Y | +38.2% | +27.5% | +10.6% | +22.3% |
| 3Y | -15.3% | +10.3% | -25.6% | -21.8% |
| 5Y | +62.5% | +27.4% | +35.1% | +43.5% |
| 10Y | -46.6% | +134.6% | -181.2% | -61.4% |
| All | -43.7% | +1,312.4% | -1,356.1% | -69.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling