+40.9%
RIG vs AMC
-99.3%
+140.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.9% | +0.8% | +2.6% |
| 7D | -24.5% | +2.6% | -27.1% | -24.7% |
| 30D | -2.8% | +9.0% | -11.8% | -3.6% |
| 3M | +1.6% | +22.2% | -20.6% | -0.5% |
| 6M | -15.9% | +91.5% | -107.4% | -21.9% |
| YTD | +26.9% | +101.3% | -74.4% | +16.0% |
| 1Y | +34.4% | +20.8% | +13.6% | +28.6% |
| 3Y | -21.2% | -71.3% | +50.1% | -17.8% |
| All | +40.9% | -99.3% | +140.1% | +89.0% |
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 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