-45.0%
RIG vs AMC
-98.9%
+54.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +1.9% | -1.1% |
| 7D | -2.7% | -0.8% | -1.9% | -2.6% |
| 30D | +9.5% | -1.2% | +10.7% | +9.3% |
| 3M | -6.6% | +42.2% | -48.9% | -13.0% |
| 6M | -2.9% | +118.8% | -121.7% | -16.1% |
| YTD | +39.5% | +64.1% | -24.6% | +24.6% |
| 1Y | +82.3% | -9.5% | +91.8% | +75.4% |
| 3Y | -29.6% | -64.3% | +34.8% | -30.1% |
| 5Y | +63.2% | -99.5% | +162.6% | +140.7% |
| 10Y | -45.0% | -98.9% | +53.9% | -57.0% |
| All | -45.0% | -98.9% | +54.0% | -57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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