+105.4%
RIG vs AMRZ
-19.2%
+124.6%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.5% | -0.7% |
| 7D | -8.2% | -4.7% | -3.5% | -7.9% |
| 30D | -0.2% | -11.3% | +11.1% | +0.8% |
| 3M | -2.7% | -22.1% | +19.3% | -0.9% |
| 6M | -7.5% | -29.6% | +22.1% | -2.8% |
| YTD | +38.3% | -23.3% | +61.6% | +40.9% |
| 1Y | +81.8% | -23.7% | +105.6% | +85.4% |
| All | +105.4% | -19.2% | +124.6% | +100.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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