-29.7%
RIG vs AME
+55.9%
-85.6%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.2% | -0.5% |
| 7D | -8.2% | +1.3% | -9.5% | -8.9% |
| 30D | -0.2% | -6.6% | +6.4% | +3.6% |
| 3M | -2.7% | +3.0% | -5.7% | -5.5% |
| 6M | -7.5% | +5.3% | -12.8% | -12.8% |
| YTD | +38.3% | +15.4% | +22.8% | +20.8% |
| 1Y | +81.8% | +26.8% | +55.0% | +46.2% |
| All | -29.7% | +55.9% | -85.6% | -52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 3y: compounded portfolio wealth divided by compounded AME 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…
3y analysis · Full analysis span regression · 6 months rolling