-44.0%
ACHR vs RIO
+106.1%
-150.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.1% |
| 7D | -2.3% | -3.2% | +0.9% | -0.6% |
| 30D | -11.3% | +0.9% | -12.2% | -12.0% |
| 3M | +5.3% | -1.4% | +6.7% | +5.6% |
| 6M | -13.2% | +10.9% | -24.2% | -17.6% |
| YTD | -25.8% | +31.2% | -57.0% | -35.2% |
| 1Y | -34.3% | +67.9% | -102.2% | -48.9% |
| 3Y | -19.9% | +88.8% | -108.7% | -41.1% |
| 5Y | -42.7% | +93.1% | -135.8% | -59.1% |
| All | -44.0% | +106.1% | -150.1% | -61.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling