-86.3%
RIG vs AMBA
+772.6%
-858.9%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +6.1% | -3.4% | +1.3% |
| 7D | -24.5% | -7.2% | -17.3% | -23.1% |
| 30D | -2.8% | -10.4% | +7.6% | -0.5% |
| 3M | +1.6% | -30.1% | +31.7% | +9.5% |
| 6M | -15.9% | -22.4% | +6.5% | -15.1% |
| YTD | +26.9% | -17.3% | +44.2% | +24.2% |
| 1Y | +34.4% | -35.4% | +69.7% | +38.4% |
| 3Y | -21.2% | +18.6% | -39.8% | -34.5% |
| 5Y | +46.4% | -69.8% | +116.2% | +55.9% |
| 10Y | -45.8% | +1.1% | -46.9% | -60.6% |
| All | -86.3% | +772.6% | -858.9% | -92.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling