+1,690.0%
ADM vs RIO
+6,008.3%
-4,318.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +3.8% | 0.0% | +3.8% | +3.8% |
| 30D | +9.8% | +4.0% | +5.8% | +8.4% |
| 3M | +2.1% | +0.1% | +2.0% | +1.6% |
| 6M | +27.5% | +12.7% | +14.8% | +22.2% |
| YTD | +50.2% | +35.6% | +14.6% | +36.2% |
| 1Y | +40.6% | +73.7% | -33.1% | +18.4% |
| 3Y | +17.2% | +93.3% | -76.1% | -5.0% |
| 5Y | +61.9% | +92.4% | -30.5% | +29.2% |
| 10Y | +159.3% | +606.9% | -447.7% | +40.3% |
| All | +1,690.0% | +6,008.3% | -4,318.3% | +559.2% |
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 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