+126.7%
AMAT vs RIO
+94.1%
+32.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +3.8% |
| 7D | -14.7% | +2.2% | -17.0% | -15.8% |
| 30D | -36.1% | -10.1% | -26.0% | -31.9% |
| 3M | -36.9% | -14.1% | -22.7% | -31.0% |
| 6M | -22.2% | -18.9% | -3.3% | -12.0% |
| YTD | +29.9% | +9.9% | +20.0% | +25.0% |
| 1Y | +43.3% | +27.0% | +16.3% | +27.8% |
| 3Y | +142.7% | +50.1% | +92.6% | +97.4% |
| All | +126.7% | +94.1% | +32.6% | +69.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling