+14.9%
RIG vs AHR
+357.7%
-342.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.7% | -0.7% |
| 7D | -8.2% | -4.3% | -3.9% | -7.8% |
| 30D | -0.2% | -3.1% | +2.9% | +0.1% |
| 3M | -2.7% | +15.7% | -18.4% | -4.6% |
| 6M | -7.5% | +4.1% | -11.5% | -7.9% |
| YTD | +38.3% | +15.4% | +22.8% | +35.2% |
| 1Y | +81.8% | +28.0% | +53.9% | +75.0% |
| All | +14.9% | +357.7% | -342.8% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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