+257.7%
AA vs RIO
+4,806.4%
-4,548.6%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.5% |
| 7D | +0.5% | -0.9% | +1.4% | +1.2% |
| 30D | -0.6% | -9.1% | +8.5% | +5.7% |
| 3M | -19.7% | -13.7% | -6.0% | -11.7% |
| 6M | -41.6% | -24.3% | -17.2% | -30.0% |
| YTD | -24.6% | +8.9% | -33.5% | -27.7% |
| 1Y | +4.9% | +22.7% | -17.8% | -6.4% |
| 3Y | +66.8% | +51.2% | +15.7% | +34.6% |
| 5Y | -19.4% | +88.1% | -107.5% | -39.9% |
| 10Y | +43.1% | +352.3% | -309.2% | -28.6% |
| All | +257.7% | +4,806.4% | -4,548.6% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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