+439.9%
AG vs RIO
+583.3%
-143.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.6% | -1.4% |
| 7D | +4.5% | +1.9% | +2.5% | +3.3% |
| 30D | +12.9% | +5.0% | +7.9% | +9.9% |
| 3M | +20.9% | +5.1% | +15.8% | +18.4% |
| 6M | -19.5% | +17.6% | -37.2% | -25.1% |
| YTD | +24.8% | +36.3% | -11.5% | +7.5% |
| 1Y | +120.2% | +71.2% | +49.1% | +67.9% |
| 3Y | +279.0% | +102.7% | +176.3% | +165.7% |
| 5Y | +67.9% | +99.6% | -31.7% | +18.0% |
| 10Y | +57.5% | +603.1% | -545.6% | -46.9% |
| All | +439.9% | +583.3% | -143.4% | +34.5% |
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