-97.5%
AMC vs RIO
+283.4%
-380.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.4% | -1.7% |
| 7D | +8.4% | +0.1% | +8.3% | +8.4% |
| 30D | +9.2% | -10.5% | +19.7% | +13.3% |
| 3M | +32.0% | -15.9% | +47.9% | +39.9% |
| 6M | +149.3% | -22.3% | +171.5% | +171.5% |
| YTD | +114.1% | +9.3% | +104.8% | +107.3% |
| 1Y | +35.8% | +23.0% | +12.7% | +26.3% |
| 3Y | -58.3% | +52.1% | -110.4% | -64.5% |
| 5Y | -99.2% | +88.9% | -188.0% | -99.3% |
| 10Y | -98.8% | +354.1% | -452.9% | -99.3% |
| All | -97.5% | +283.4% | -380.9% | -98.6% |
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