+7,765.4%
AMD vs RIO
+354.4%
+7,411.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.4% | -8.4% | -8.5% |
| 7D | +18.9% | -0.9% | +19.9% | +19.7% |
| 30D | -6.4% | -9.1% | +2.7% | -0.7% |
| 3M | +10.6% | -13.7% | +24.2% | +20.8% |
| 6M | +19.9% | -24.3% | +44.2% | +41.8% |
| YTD | +149.4% | +8.9% | +140.5% | +141.3% |
| 1Y | +115.4% | +22.7% | +92.7% | +95.0% |
| 3Y | +357.3% | +51.2% | +306.1% | +267.5% |
| 5Y | +261.1% | +88.1% | +173.0% | +149.1% |
| All | +7,765.4% | +354.4% | +7,411.0% | +3,531.9% |
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 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