+67.4%
RIG vs AME
+77.7%
-10.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.4% | +3.7% | +3.8% |
| 7D | +5.7% | +5.9% | -0.2% | +1.6% |
| 30D | -0.7% | -1.9% | +1.2% | +0.2% |
| 3M | -3.1% | -5.4% | +2.2% | -0.2% |
| 6M | -16.3% | +4.9% | -21.2% | -20.9% |
| YTD | +34.1% | +18.5% | +15.7% | +12.7% |
| 1Y | +38.2% | +25.5% | +12.7% | +10.2% |
| 3Y | -15.3% | +63.0% | -78.3% | -47.0% |
| All | +67.4% | +77.7% | -10.3% | -19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling