+55.2%
RIG vs AMBA
-54.5%
+109.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.1% | -2.7% |
| 7D | +0.9% | -11.0% | +11.8% | +3.2% |
| 30D | +13.8% | -23.2% | +37.0% | +19.7% |
| 3M | -6.4% | -12.7% | +6.3% | -6.4% |
| 6M | -8.2% | +11.2% | -19.4% | -15.1% |
| YTD | +41.6% | -11.2% | +52.9% | +37.1% |
| 1Y | +88.7% | -22.5% | +111.2% | +85.9% |
| 3Y | -30.9% | -1.3% | -29.5% | -39.9% |
| All | +55.2% | -54.5% | +109.7% | +47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling