+43,113.5%
AMGN vs RIO
+4,806.4%
+38,307.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.0% |
| 3M | +12.1% | -13.7% | +25.8% | +14.8% |
| 6M | +40.3% | -24.3% | +64.6% | +46.6% |
| YTD | +45.2% | +8.9% | +36.3% | +42.1% |
| 1Y | +42.4% | +22.7% | +19.8% | +36.6% |
| 3Y | +91.0% | +51.2% | +39.9% | +75.5% |
| 5Y | +157.4% | +88.1% | +69.3% | +123.6% |
| 10Y | +321.0% | +352.3% | -31.3% | +206.3% |
| All | +43,113.5% | +4,806.4% | +38,307.1% | +20,817.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling