-45.0%
RIG vs AMBA
-5.3%
-39.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.5% | -1.8% |
| 7D | -2.7% | -6.4% | +3.7% | -0.9% |
| 30D | +9.5% | -26.8% | +36.4% | +19.1% |
| 3M | -6.6% | -7.6% | +1.0% | -8.3% |
| 6M | -2.9% | +21.2% | -24.1% | -14.8% |
| YTD | +39.5% | -10.4% | +49.9% | +32.9% |
| 1Y | +82.3% | -24.4% | +106.7% | +79.6% |
| 3Y | -29.6% | +6.0% | -35.6% | -42.7% |
| 5Y | +63.2% | -53.9% | +117.1% | +50.8% |
| 10Y | -45.0% | -6.2% | -38.8% | -68.2% |
| All | -45.0% | -5.3% | -39.7% | -68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded AMBA 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling