+103,277.3%
AMAT vs RIO
+6,008.3%
+97,269.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +3.9% | +4.2% |
| 7D | -1.5% | 0.0% | -1.5% | -1.5% |
| 30D | -14.8% | +4.0% | -18.8% | -16.0% |
| 3M | -9.3% | +0.1% | -9.4% | -9.0% |
| 6M | +27.4% | +12.7% | +14.7% | +22.6% |
| YTD | +77.6% | +35.6% | +42.0% | +60.1% |
| 1Y | +188.9% | +73.7% | +115.3% | +139.1% |
| 3Y | +202.3% | +93.3% | +109.0% | +140.6% |
| 5Y | +248.9% | +92.4% | +156.5% | +173.0% |
| 10Y | +1,585.2% | +606.9% | +978.3% | +768.9% |
| All | +103,277.3% | +6,008.3% | +97,269.0% | +24,598.6% |
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