+63.2%
RIG vs AMC
-99.5%
+162.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +1.9% | -1.3% |
| 7D | -2.7% | -0.8% | -1.9% | -2.7% |
| 30D | +9.5% | -1.2% | +10.7% | +9.4% |
| 3M | -6.6% | +42.2% | -48.9% | -10.7% |
| 6M | -2.9% | +118.8% | -121.7% | -11.7% |
| YTD | +39.5% | +64.1% | -24.6% | +29.8% |
| 1Y | +82.3% | -9.5% | +91.8% | +78.8% |
| 3Y | -29.6% | -64.3% | +34.8% | -28.7% |
| 5Y | +63.2% | -99.5% | +162.6% | +129.4% |
| All | +63.2% | -99.5% | +162.6% | +129.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling