+94.3%
AG vs RIO
+68.4%
+25.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.2% | -0.7% | +1.5% |
| 7D | -5.8% | -3.4% | -2.4% | -0.9% |
| 30D | +6.4% | +0.6% | +5.8% | +5.5% |
| 3M | +28.4% | +2.5% | +25.8% | +24.5% |
| 6M | -24.5% | +10.8% | -35.2% | -33.6% |
| YTD | +21.2% | +30.5% | -9.3% | -15.8% |
| All | +94.3% | +68.4% | +25.9% | -18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling