+1,591.4%
AMAT vs RIO
+606.7%
+984.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +3.9% | +4.1% |
| 7D | -1.5% | 0.0% | -1.5% | -1.5% |
| 30D | -14.8% | +4.0% | -18.8% | -16.9% |
| 3M | -9.3% | +0.1% | -9.4% | -9.1% |
| 6M | +27.4% | +12.7% | +14.7% | +19.1% |
| YTD | +77.6% | +35.6% | +42.0% | +48.9% |
| 1Y | +188.9% | +73.7% | +115.3% | +110.0% |
| 3Y | +202.3% | +93.3% | +109.0% | +104.5% |
| 5Y | +248.9% | +92.4% | +156.5% | +126.6% |
| All | +1,591.4% | +606.7% | +984.7% | +497.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling