+160.1%
AMGN vs RIO
+90.3%
+69.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +1.1% | -0.9% | +2.1% | +1.3% |
| 30D | +9.3% | -9.1% | +18.4% | +10.8% |
| 3M | +12.1% | -13.7% | +25.8% | +14.5% |
| 6M | +40.3% | -24.3% | +64.6% | +45.9% |
| YTD | +45.2% | +8.9% | +36.3% | +42.6% |
| 1Y | +42.4% | +22.7% | +19.8% | +37.5% |
| 3Y | +91.0% | +51.2% | +39.9% | +78.2% |
| All | +160.1% | +90.3% | +69.9% | +131.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling