+255.2%
AG vs RIO
+445.9%
-190.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.2% |
| 7D | -10.0% | -0.9% | -9.0% | -9.3% |
| 30D | -10.5% | -9.1% | -1.4% | -4.8% |
| 3M | -27.3% | -13.7% | -13.6% | -19.8% |
| 6M | -43.0% | -24.3% | -18.6% | -31.1% |
| YTD | -17.9% | +8.9% | -26.8% | -18.5% |
| 1Y | +11.9% | +22.7% | -10.7% | +3.9% |
| 3Y | +201.8% | +51.2% | +150.6% | +154.6% |
| 5Y | -0.1% | +88.1% | -88.2% | -25.8% |
| 10Y | +72.7% | +352.3% | -279.6% | -24.7% |
| All | +255.2% | +445.9% | -190.7% | +1.9% |
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