+63.2%
RIG vs APD
+26.2%
+37.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.4% | -0.9% |
| 7D | -2.7% | -2.5% | -0.2% | -1.4% |
| 30D | +9.5% | -1.9% | +11.4% | +10.5% |
| 3M | -6.6% | +8.2% | -14.9% | -10.9% |
| 6M | -2.9% | +10.7% | -13.6% | -8.8% |
| YTD | +39.5% | +22.9% | +16.5% | +23.2% |
| 1Y | +82.3% | +5.8% | +76.5% | +73.9% |
| 3Y | -29.6% | +7.8% | -37.4% | -33.9% |
| 5Y | +63.2% | +26.1% | +37.1% | +13.1% |
| All | +63.2% | +26.2% | +37.0% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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