+72,480.8%
AMAT vs RIO
+4,818.8%
+67,662.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -1.7% | -11.9% | -13.0% |
| 7D | -24.3% | -0.1% | -24.2% | -24.2% |
| 30D | -39.8% | -13.3% | -26.5% | -36.6% |
| 3M | -40.2% | -16.3% | -23.9% | -36.2% |
| 6M | -22.1% | -15.4% | -6.7% | -16.9% |
| YTD | +24.7% | +9.2% | +15.5% | +21.6% |
| 1Y | +33.3% | +26.5% | +6.8% | +23.5% |
| 3Y | +133.9% | +49.9% | +84.0% | +104.3% |
| 5Y | +117.1% | +93.9% | +23.1% | +70.6% |
| 10Y | +1,158.7% | +422.3% | +736.3% | +621.5% |
| All | +72,480.8% | +4,818.8% | +67,662.0% | +18,654.4% |
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