+59.9%
RIG vs AG
+69.4%
-9.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -2.9% | -1.3% |
| 7D | -8.2% | -0.1% | -8.1% | -8.2% |
| 30D | -0.2% | +12.5% | -12.6% | -3.1% |
| 3M | -2.7% | +28.2% | -30.9% | -9.2% |
| 6M | -7.5% | -18.8% | +11.4% | -5.5% |
| YTD | +38.3% | +27.4% | +10.9% | +24.2% |
| 1Y | +81.8% | +132.2% | -50.3% | +36.5% |
| 3Y | -30.2% | +286.9% | -317.1% | -58.6% |
| 5Y | +59.9% | +72.8% | -12.8% | +28.0% |
| All | +59.9% | +69.4% | -9.4% | +28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling