-48.8%
RIG vs AMBA
+7.9%
-56.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.5% | -1.0% | +1.5% |
| 7D | -2.6% | +2.6% | -5.1% | -3.3% |
| 30D | -5.2% | -3.6% | -1.6% | -4.3% |
| 3M | -8.6% | -24.6% | +16.0% | -1.9% |
| 6M | -18.9% | -21.6% | +2.7% | -18.5% |
| YTD | +28.6% | -11.8% | +40.4% | +22.3% |
| 1Y | +25.5% | -33.2% | +58.7% | +28.5% |
| 3Y | -20.2% | +24.5% | -44.6% | -38.7% |
| 5Y | +53.9% | -67.7% | +121.6% | +64.0% |
| 10Y | -48.8% | +4.7% | -53.5% | -71.7% |
| All | -48.8% | +7.9% | -56.7% | -71.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling