-40.5%
RIG vs APD
+3,075.8%
-3,116.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.9% | -2.3% |
| 7D | +0.9% | -2.2% | +3.1% | +2.1% |
| 30D | +13.8% | +2.1% | +11.7% | +12.5% |
| 3M | -6.4% | +7.2% | -13.6% | -10.6% |
| 6M | -8.2% | +11.2% | -19.4% | -14.3% |
| YTD | +41.6% | +24.4% | +17.3% | +23.8% |
| 1Y | +88.7% | +6.7% | +82.0% | +77.7% |
| 3Y | -30.9% | +9.2% | -40.1% | -37.1% |
| 5Y | +57.7% | +27.4% | +30.3% | +31.0% |
| 10Y | -39.3% | +164.8% | -204.1% | -63.9% |
| All | -40.5% | +3,075.8% | -3,116.3% | -83.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling