-84.4%
RIG vs AMCR
+97.2%
-181.6%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.9% | +0.4% |
| 7D | -8.2% | -6.3% | -1.9% | -5.4% |
| 30D | -0.2% | -7.1% | +7.0% | +3.3% |
| 3M | -2.7% | +12.7% | -15.4% | -9.3% |
| 6M | -7.5% | +5.2% | -12.6% | -12.2% |
| YTD | +38.3% | +8.1% | +30.2% | +29.9% |
| 1Y | +81.8% | +11.7% | +70.1% | +67.3% |
| 3Y | -30.2% | +9.9% | -40.1% | -35.7% |
| 5Y | +59.9% | -8.7% | +68.6% | +60.8% |
| 10Y | -41.9% | +16.8% | -58.7% | -48.8% |
| All | -84.4% | +97.2% | -181.6% | -86.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling