-99.9%
AMIX vs RIO
+42.8%
-142.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -2.1% | +11.0% | +10.6% |
| 7D | +11.4% | +3.6% | +7.9% | +8.1% |
| 30D | -40.5% | -10.8% | -29.7% | -34.5% |
| 3M | -80.1% | -15.2% | -64.9% | -77.0% |
| 6M | -74.8% | -18.0% | -56.8% | -72.2% |
| YTD | -84.0% | +11.0% | -95.0% | -82.1% |
| 1Y | -89.7% | +26.4% | -116.1% | -88.4% |
| All | -99.9% | +42.8% | -142.7% | -99.9% |
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