+1,400.4%
ADM vs RIO
+4,925.9%
-3,525.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.8% | +2.2% |
| 7D | +0.1% | +0.5% | -0.4% | 0.0% |
| 30D | -11.8% | -9.9% | -1.9% | -9.3% |
| 3M | -11.3% | -14.0% | +2.7% | -7.7% |
| 6M | -10.0% | -19.5% | +9.5% | -5.0% |
| YTD | +25.9% | +11.5% | +14.4% | +20.4% |
| 1Y | +26.7% | +26.9% | -0.3% | +16.7% |
| 3Y | +8.1% | +55.1% | -47.0% | -6.7% |
| 5Y | +23.5% | +90.7% | -67.2% | -1.1% |
| 10Y | +128.2% | +363.3% | -235.1% | +38.9% |
| All | +1,400.4% | +4,925.9% | -3,525.5% | +482.9% |
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