-49.6%
RIG vs AMBA
+12.8%
-62.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.3% | -6.6% | -2.8% |
| 7D | -17.0% | 0.0% | -17.0% | -17.0% |
| 30D | -6.2% | -8.6% | +2.4% | -4.0% |
| 3M | -1.7% | -29.0% | +27.3% | +7.1% |
| 6M | -19.2% | -19.2% | 0.0% | -19.5% |
| YTD | +25.2% | -13.0% | +38.2% | +19.5% |
| 1Y | +29.9% | -31.3% | +61.2% | +31.7% |
| 3Y | -21.3% | +28.1% | -49.5% | -40.2% |
| 5Y | +40.5% | -69.4% | +109.9% | +52.8% |
| 10Y | -49.6% | +7.6% | -57.2% | -72.2% |
| All | -49.6% | +12.8% | -62.4% | -72.2% |
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 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