-99.8%
AMIX vs RIO
+74.5%
-174.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.3% |
| 7D | -13.7% | 0.0% | -13.7% | -13.7% |
| 30D | -62.1% | +4.0% | -66.0% | -63.3% |
| 3M | -46.2% | +0.1% | -46.3% | -49.7% |
| 6M | -46.4% | +12.7% | -59.1% | -49.8% |
| YTD | -60.3% | +35.6% | -95.8% | -62.5% |
| 1Y | -79.7% | +73.7% | -153.4% | -80.5% |
| All | -99.8% | +74.5% | -174.2% | -99.8% |
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