+5,253.0%
ABT vs RIO
+6,041.4%
-788.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.7% |
| 7D | -3.1% | +1.9% | -5.1% | -3.4% |
| 30D | -2.1% | +5.0% | -7.1% | -2.7% |
| 3M | +17.4% | +5.1% | +12.3% | +16.4% |
| 6M | -2.4% | +17.6% | -20.0% | -4.9% |
| YTD | -14.2% | +36.3% | -50.5% | -18.1% |
| 1Y | -18.3% | +71.2% | -89.5% | -24.4% |
| 3Y | +11.5% | +102.7% | -91.2% | +0.2% |
| 5Y | -9.9% | +99.6% | -109.5% | -19.9% |
| 10Y | +204.4% | +603.1% | -398.7% | +127.6% |
| All | +5,253.0% | +6,041.4% | -788.3% | +2,711.8% |
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