-7.3%
AMT vs RIO
+67.4%
-74.6%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.2% | +2.8% | -1.5% |
| 7D | -2.7% | -3.4% | +0.7% | -2.7% |
| 30D | +2.0% | +0.6% | +1.4% | +2.1% |
| 3M | -9.3% | +2.5% | -11.8% | -9.1% |
| 6M | -5.2% | +10.8% | -16.0% | -5.6% |
| YTD | +0.5% | +30.5% | -30.0% | +1.0% |
| 1Y | -7.3% | +68.1% | -75.4% | -2.1% |
| All | -7.3% | +67.4% | -74.6% | -2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling