+282.7%
AG vs RIO
+95.3%
+187.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.2% |
| 7D | -0.1% | +1.0% | -1.1% | -1.3% |
| 30D | +12.5% | +4.0% | +8.4% | +7.4% |
| 3M | +28.2% | +4.5% | +23.6% | +22.6% |
| 6M | -18.8% | +17.3% | -36.2% | -30.6% |
| YTD | +27.4% | +36.2% | -8.8% | -5.8% |
| 1Y | +132.2% | +76.1% | +56.0% | +33.0% |
| All | +282.7% | +95.3% | +187.4% | +110.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling