+401.2%
AMD vs RIO
+52.3%
+348.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -2.0% | +7.8% | +7.5% |
| 7D | +44.7% | +0.1% | +44.6% | +44.7% |
| 30D | -3.3% | -10.5% | +7.2% | +6.4% |
| 3M | +21.2% | -15.9% | +37.1% | +39.7% |
| 6M | +30.6% | -22.3% | +52.8% | +60.2% |
| YTD | +173.3% | +9.3% | +164.0% | +160.7% |
| 1Y | +126.1% | +23.0% | +103.0% | +97.1% |
| All | +401.2% | +52.3% | +348.9% | +267.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling