+357.3%
AMD vs RIO
+51.7%
+305.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.4% | -8.4% | -8.4% |
| 7D | +18.9% | -0.9% | +19.9% | +20.0% |
| 30D | -6.4% | -9.1% | +2.7% | +1.6% |
| 3M | +10.6% | -13.7% | +24.2% | +24.8% |
| 6M | +19.9% | -24.3% | +44.2% | +50.4% |
| YTD | +149.4% | +8.9% | +140.5% | +138.7% |
| 1Y | +115.4% | +22.7% | +92.7% | +88.3% |
| 3Y | +357.3% | +51.2% | +306.1% | +236.5% |
| All | +357.3% | +51.7% | +305.6% | +236.5% |
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