+5,439.1%
ABT vs RIO
+4,806.4%
+632.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.3% |
| 3M | -1.9% | -13.7% | +11.8% | -0.1% |
| 6M | +31.2% | -24.3% | +55.5% | +35.5% |
| YTD | -11.2% | +8.9% | -20.1% | -12.8% |
| 1Y | -14.0% | +22.7% | -36.6% | -16.8% |
| 3Y | +20.7% | +51.2% | -30.5% | +12.6% |
| 5Y | -6.7% | +88.1% | -94.8% | -16.4% |
| 10Y | +226.3% | +352.3% | -126.0% | +157.4% |
| All | +5,439.1% | +4,806.4% | +632.8% | +2,892.3% |
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