-43.7%
RIG vs AME
+14,453.9%
-14,497.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.4% | +3.7% | +3.9% |
| 7D | +5.7% | +5.9% | -0.2% | +2.4% |
| 30D | -0.7% | -1.9% | +1.2% | 0.0% |
| 3M | -3.1% | -5.4% | +2.2% | -0.8% |
| 6M | -16.3% | +4.9% | -21.2% | -19.7% |
| YTD | +34.1% | +18.5% | +15.7% | +19.3% |
| 1Y | +38.2% | +25.5% | +12.7% | +18.8% |
| 3Y | -15.3% | +63.0% | -78.3% | -36.6% |
| 5Y | +62.5% | +78.3% | -15.8% | +16.2% |
| 10Y | -46.6% | +447.1% | -493.7% | -75.4% |
| All | -43.7% | +14,453.9% | -14,497.6% | -88.3% |
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