+22.1%
ADM vs RIO
+96.6%
-74.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.4% | -0.1% |
| 7D | -1.8% | +3.6% | -5.4% | -3.0% |
| 30D | -13.3% | -10.8% | -2.5% | -10.2% |
| 3M | -13.4% | -15.2% | +1.9% | -9.1% |
| 6M | -9.6% | -18.0% | +8.4% | -4.4% |
| YTD | +23.0% | +11.0% | +12.1% | +15.8% |
| 1Y | +27.4% | +26.4% | +1.0% | +14.3% |
| 3Y | +5.7% | +54.4% | -48.7% | -13.2% |
| 5Y | +22.1% | +98.1% | -76.0% | -8.2% |
| All | +22.1% | +96.6% | -74.5% | -8.2% |
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 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