+62.6%
ADM vs RIO
+97.3%
-34.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.7% | -0.3% |
| 7D | -0.1% | +1.9% | -2.0% | -0.7% |
| 30D | +11.0% | +5.0% | +6.1% | +9.2% |
| 3M | +6.0% | +5.1% | +0.9% | +3.9% |
| 6M | +26.9% | +17.6% | +9.3% | +19.0% |
| YTD | +50.0% | +36.3% | +13.7% | +32.9% |
| 1Y | +39.6% | +71.2% | -31.6% | +13.5% |
| 3Y | +18.5% | +102.7% | -84.2% | -10.5% |
| 5Y | +62.6% | +99.6% | -37.0% | +22.7% |
| All | +62.6% | +97.3% | -34.7% | +22.7% |
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