+176.6%
ADM vs RIO
+605.0%
-428.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.5% |
| 7D | +1.4% | +1.0% | +0.4% | +1.0% |
| 30D | +8.2% | +4.0% | +4.2% | +6.5% |
| 3M | +8.7% | +4.5% | +4.2% | +6.4% |
| 6M | +29.1% | +17.3% | +11.7% | +20.5% |
| YTD | +53.7% | +36.2% | +17.5% | +35.2% |
| 1Y | +43.2% | +76.1% | -32.9% | +14.1% |
| 3Y | +21.4% | +102.5% | -81.1% | -9.3% |
| 5Y | +67.1% | +103.5% | -36.4% | +21.4% |
| 10Y | +176.6% | +619.2% | -442.6% | +42.3% |
| All | +176.6% | +605.0% | -428.4% | +42.3% |
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 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