+89,720.5%
AMAT vs RIO
+4,925.9%
+84,794.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.5% | +5.5% | +5.9% |
| 7D | +7.0% | +0.5% | +6.5% | +7.0% |
| 30D | -20.6% | -9.9% | -10.7% | -17.4% |
| 3M | -24.8% | -14.0% | -10.7% | -20.5% |
| 6M | -10.7% | -19.5% | +8.8% | -3.1% |
| YTD | +54.3% | +11.5% | +42.7% | +49.5% |
| 1Y | +73.7% | +26.9% | +46.8% | +60.9% |
| 3Y | +168.4% | +55.1% | +113.3% | +131.9% |
| 5Y | +167.6% | +90.7% | +76.9% | +111.7% |
| 10Y | +1,425.2% | +363.3% | +1,061.8% | +807.6% |
| All | +89,720.5% | +4,925.9% | +84,794.6% | +22,952.9% |
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