-43.7%
RIG vs APD
+3,258.5%
-3,302.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.1% | +4.0% | +4.1% |
| 7D | +5.7% | +3.8% | +1.9% | +3.5% |
| 30D | -0.7% | +8.2% | -8.9% | -5.0% |
| 3M | -3.1% | +4.3% | -7.4% | -5.5% |
| 6M | -16.3% | +4.7% | -21.0% | -19.1% |
| YTD | +34.1% | +31.5% | +2.6% | +13.7% |
| 1Y | +38.2% | +23.5% | +14.6% | +20.5% |
| 3Y | -15.3% | +29.1% | -44.4% | -29.3% |
| 5Y | +62.5% | +15.9% | +46.6% | +42.3% |
| 10Y | -46.6% | +191.9% | -238.5% | -69.8% |
| All | -43.7% | +3,258.5% | -3,302.2% | -84.6% |
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