+56.0%
RIG vs APD
+15.4%
+40.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | 0.0% |
| 7D | +4.3% | +2.2% | +2.1% | +3.1% |
| 30D | -5.8% | +9.4% | -15.3% | -10.1% |
| 3M | -6.7% | +4.7% | -11.3% | -8.9% |
| 6M | -18.7% | +5.5% | -24.1% | -21.3% |
| YTD | +28.8% | +31.4% | -2.6% | +10.1% |
| 1Y | +28.8% | +24.1% | +4.7% | +13.0% |
| 3Y | -20.0% | +28.8% | -48.8% | -31.9% |
| 5Y | +56.0% | +15.8% | +40.2% | +20.5% |
| All | +56.0% | +15.4% | +40.6% | +20.5% |
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