-68.0%
RIG vs AGI
+5,307.1%
-5,375.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.8% |
| 7D | -3.1% | -2.7% | -0.3% | -2.7% |
| 30D | -0.5% | +7.2% | -7.8% | -1.8% |
| 3M | -6.0% | +4.3% | -10.2% | -7.2% |
| 6M | -10.1% | -27.1% | +16.9% | -6.8% |
| YTD | +37.3% | -6.6% | +43.9% | +36.5% |
| 1Y | +73.9% | +9.5% | +64.4% | +67.9% |
| 3Y | -30.2% | +208.4% | -238.6% | -43.9% |
| 5Y | +62.5% | +401.6% | -339.2% | +20.1% |
| 10Y | -42.3% | +387.3% | -429.7% | -61.0% |
| All | -68.0% | +5,307.1% | -5,375.1% | -84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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