+6,351.7%
AMD vs RIO
+408.2%
+5,943.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.7% | +10.4% | +10.6% |
| 7D | -11.0% | +2.2% | -13.3% | -12.1% |
| 30D | -30.5% | -10.1% | -20.4% | -25.8% |
| 3M | -8.2% | -14.1% | +5.9% | +0.3% |
| 6M | +6.6% | -18.9% | +25.5% | +20.9% |
| YTD | +109.7% | +9.9% | +99.8% | +101.8% |
| 1Y | +88.9% | +27.0% | +61.9% | +68.0% |
| 3Y | +301.8% | +50.1% | +251.7% | +224.7% |
| 5Y | +229.4% | +95.3% | +134.1% | +124.5% |
| All | +6,351.7% | +408.2% | +5,943.5% | +3,357.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling