-41.5%
RIG vs AME
+14,171.7%
-14,213.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.6% | -1.5% |
| 7D | -2.7% | +2.8% | -5.5% | -4.2% |
| 30D | +9.5% | -6.3% | +15.8% | +13.2% |
| 3M | -6.6% | +5.4% | -12.0% | -10.1% |
| 6M | -2.9% | +7.4% | -10.3% | -8.3% |
| YTD | +39.5% | +16.2% | +23.3% | +25.9% |
| 1Y | +82.3% | +26.8% | +55.5% | +56.3% |
| 3Y | -29.6% | +57.5% | -87.1% | -46.2% |
| 5Y | +63.2% | +84.8% | -21.7% | +14.7% |
| 10Y | -45.0% | +424.3% | -469.3% | -73.9% |
| All | -41.5% | +14,171.7% | -14,213.1% | -87.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling