-28.6%
RIG vs AMBA
-1.0%
-27.6%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.1% | -2.7% |
| 7D | +0.9% | -11.0% | +11.8% | +2.9% |
| 30D | +13.8% | -23.2% | +37.0% | +18.7% |
| 3M | -6.4% | -12.7% | +6.3% | -6.5% |
| 6M | -8.2% | +11.2% | -19.4% | -15.1% |
| YTD | +41.6% | -11.2% | +52.9% | +37.0% |
| 1Y | +88.7% | -22.5% | +111.2% | +85.2% |
| All | -28.6% | -1.0% | -27.6% | -41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling