-28.9%
RIG vs AG
+260.2%
-289.2%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.9% | +5.9% | +1.9% |
| 7D | -4.2% | -5.8% | +1.6% | -3.2% |
| 30D | -0.7% | +6.4% | -7.0% | -1.9% |
| 3M | -4.0% | +28.4% | -32.4% | -8.7% |
| 6M | -6.3% | -24.5% | +18.1% | -3.4% |
| YTD | +39.7% | +21.2% | +18.5% | +30.6% |
| 1Y | +78.1% | +114.1% | -36.0% | +47.4% |
| All | -28.9% | +260.2% | -289.2% | -48.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling