+195.5%
AMGN vs RIO
+608.6%
-413.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.5% |
| 7D | -13.7% | -3.2% | -10.5% | -13.1% |
| 30D | -8.8% | +0.9% | -9.7% | -9.0% |
| 3M | +7.2% | -1.4% | +8.6% | +7.4% |
| 6M | +1.3% | +10.9% | -9.7% | -1.5% |
| YTD | +17.6% | +31.2% | -13.6% | +10.2% |
| 1Y | +37.2% | +67.9% | -30.7% | +21.7% |
| 3Y | +57.7% | +88.8% | -31.1% | +35.2% |
| 5Y | +106.3% | +93.1% | +13.1% | +71.5% |
| All | +195.5% | +608.6% | -413.1% | +79.7% |
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