-50.0%
RIG vs AMC
-98.8%
+48.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.5% |
| 7D | +4.3% | +8.4% | -4.1% | +3.2% |
| 30D | -5.8% | +9.2% | -15.0% | -7.3% |
| 3M | -6.7% | +32.0% | -38.7% | -10.8% |
| 6M | -18.7% | +149.3% | -167.9% | -30.5% |
| YTD | +28.8% | +114.1% | -85.3% | +10.3% |
| 1Y | +28.8% | +35.8% | -7.0% | +17.1% |
| 3Y | -20.0% | -58.3% | +38.3% | -21.8% |
| 5Y | +56.0% | -99.2% | +155.2% | +116.3% |
| All | -50.0% | -98.8% | +48.8% | -61.6% |
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