-7.4%
ABT vs RIO
+90.3%
-97.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.2% |
| 7D | -1.3% | -0.9% | -0.4% | -1.2% |
| 30D | +6.0% | -9.1% | +15.1% | +6.9% |
| 3M | -1.9% | -13.7% | +11.8% | -0.7% |
| 6M | +31.2% | -24.3% | +55.5% | +34.5% |
| YTD | -11.2% | +8.9% | -20.1% | -13.0% |
| 1Y | -14.0% | +22.7% | -36.6% | -16.9% |
| 3Y | +20.7% | +51.2% | -30.5% | +12.4% |
| All | -7.4% | +90.3% | -97.7% | -12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling