+133.7%
AMT vs RIO
+353.3%
-219.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.9% | +1.2% |
| 7D | +1.6% | +3.6% | -1.9% | +0.9% |
| 30D | +4.5% | -10.8% | +15.3% | +6.8% |
| 3M | +13.8% | -15.2% | +29.0% | +17.5% |
| 6M | +10.0% | -18.0% | +28.1% | +14.0% |
| YTD | +11.8% | +11.0% | +0.8% | +7.8% |
| 1Y | +10.2% | +26.4% | -16.1% | +3.2% |
| 3Y | +15.1% | +54.4% | -39.2% | +1.7% |
| 5Y | -18.8% | +98.1% | -116.9% | -33.6% |
| 10Y | +133.7% | +358.5% | -224.8% | +58.8% |
| All | +133.7% | +353.3% | -219.7% | +58.8% |
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