+400.4%
ALAB vs RIO
+88.3%
+312.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.4% | +9.3% | +9.5% |
| 7D | +7.2% | 0.0% | +7.3% | +7.3% |
| 30D | -2.5% | +4.0% | -6.5% | -5.7% |
| 3M | -13.3% | +0.1% | -13.4% | -13.8% |
| 6M | +172.8% | +12.7% | +160.1% | +148.0% |
| YTD | +86.6% | +35.6% | +51.0% | +48.3% |
| 1Y | +65.2% | +73.7% | -8.5% | +8.5% |
| All | +400.4% | +88.3% | +312.1% | +226.6% |
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