-87.7%
RIG vs AMC
-97.5%
+9.9%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +8.3% | -9.6% | -2.4% |
| 7D | -17.0% | +6.6% | -23.6% | -17.9% |
| 30D | -6.2% | +14.1% | -20.3% | -8.1% |
| 3M | -1.7% | +31.3% | -33.0% | -6.2% |
| 6M | -19.2% | +126.7% | -145.9% | -30.4% |
| YTD | +25.2% | +117.9% | -92.8% | +6.7% |
| 1Y | +29.9% | +41.1% | -11.2% | +17.3% |
| 3Y | -21.3% | -61.0% | +39.7% | -22.4% |
| 5Y | +40.5% | -99.1% | +139.6% | +95.4% |
| 10Y | -49.6% | -98.7% | +49.1% | -59.2% |
| All | -87.7% | -97.5% | +9.9% | -92.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling