+109.1%
AMGN vs RIO
+90.3%
+18.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.2% | +1.9% | -1.6% |
| 7D | -13.9% | -3.4% | -10.5% | -13.5% |
| 30D | -7.1% | +0.6% | -7.7% | -7.2% |
| 3M | +13.9% | +2.5% | +11.4% | +13.4% |
| 6M | +3.2% | +10.8% | -7.5% | +1.4% |
| YTD | +19.2% | +30.5% | -11.2% | +14.3% |
| 1Y | +41.1% | +68.1% | -27.0% | +30.6% |
| 3Y | +61.3% | +94.0% | -32.7% | +46.3% |
| 5Y | +109.1% | +92.0% | +17.0% | +87.7% |
| All | +109.1% | +90.3% | +18.7% | +87.7% |
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 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