-40.5%
RIG vs ADM
+1,539.2%
-1,579.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.3% | -3.1% | -3.0% |
| 7D | +0.9% | +3.8% | -2.9% | -0.9% |
| 30D | +13.8% | +9.8% | +4.1% | +8.8% |
| 3M | -6.4% | +2.1% | -8.5% | -7.3% |
| 6M | -8.2% | +27.5% | -35.7% | -18.7% |
| YTD | +41.6% | +50.2% | -8.6% | +15.8% |
| 1Y | +88.7% | +40.6% | +48.1% | +58.9% |
| 3Y | -30.9% | +17.2% | -48.1% | -38.0% |
| 5Y | +57.7% | +61.9% | -4.2% | +24.2% |
| 10Y | -39.3% | +159.3% | -198.5% | -58.7% |
| All | -40.5% | +1,539.2% | -1,579.8% | -70.0% |
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