+105.4%
AMT vs RIO
+605.0%
-499.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +1.5% | +1.0% | +0.5% | +1.3% |
| 30D | +3.7% | +4.0% | -0.3% | +2.9% |
| 3M | -7.2% | +4.5% | -11.7% | -8.3% |
| 6M | -4.2% | +17.3% | -21.5% | -7.9% |
| YTD | +1.9% | +36.2% | -34.3% | -5.5% |
| 1Y | -6.4% | +76.1% | -82.5% | -18.1% |
| 3Y | +7.7% | +102.5% | -94.8% | -9.7% |
| 5Y | -30.9% | +103.5% | -134.4% | -43.2% |
| 10Y | +105.4% | +619.2% | -513.8% | +31.7% |
| All | +105.4% | +605.0% | -499.6% | +31.7% |
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 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