-99.9%
AMIX vs RIO
+45.9%
-145.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +3.2% | +8.7% | +9.1% |
| 7D | +1.2% | +4.4% | -3.2% | -2.4% |
| 30D | -45.3% | -8.9% | -36.5% | -40.8% |
| 3M | -83.1% | -12.7% | -70.4% | -80.9% |
| 6M | -76.9% | -16.2% | -60.7% | -74.9% |
| YTD | -85.3% | +13.4% | -98.7% | -83.8% |
| 1Y | -89.8% | +30.9% | -120.7% | -88.8% |
| All | -99.9% | +45.9% | -145.9% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling