-42.2%
RIG vs AMCR
+14.6%
-56.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.2% | -0.8% |
| 7D | -3.1% | -6.3% | +3.2% | +0.8% |
| 30D | -0.5% | -7.8% | +7.3% | +4.4% |
| 3M | -6.0% | +7.5% | -13.5% | -11.5% |
| 6M | -10.1% | +2.7% | -12.8% | -15.0% |
| YTD | +37.3% | +6.0% | +31.3% | +27.6% |
| 1Y | +73.9% | +7.8% | +66.1% | +59.0% |
| 3Y | -30.2% | +5.8% | -36.0% | -36.6% |
| 5Y | +62.5% | -11.6% | +74.1% | +64.8% |
| All | -42.2% | +14.6% | -56.8% | -51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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