-47.9%
RIG vs AG
+76.0%
-123.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.4% | +6.6% | +4.6% |
| 7D | +5.7% | -10.0% | +15.7% | +7.8% |
| 30D | -0.7% | -10.5% | +9.8% | +0.8% |
| 3M | -3.1% | -27.3% | +24.1% | +2.1% |
| 6M | -16.3% | -43.0% | +26.7% | -8.6% |
| YTD | +34.1% | -17.9% | +52.0% | +32.7% |
| 1Y | +38.2% | +11.9% | +26.2% | +27.4% |
| 3Y | -15.3% | +201.8% | -217.1% | -41.1% |
| 5Y | +62.5% | -0.1% | +62.5% | +36.5% |
| All | -47.9% | +76.0% | -123.9% | -64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 10y: compounded portfolio wealth divided by compounded AG 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…
10y analysis · Full analysis span regression · 6 months rolling