-32.3%
AMT vs RIO
+97.3%
-129.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | -0.2% | +1.9% | -2.1% | -0.5% |
| 30D | +1.8% | +5.0% | -3.1% | +1.0% |
| 3M | -6.2% | +5.1% | -11.3% | -7.1% |
| 6M | -5.0% | +17.6% | -22.6% | -8.3% |
| YTD | +2.1% | +36.3% | -34.2% | -4.5% |
| 1Y | -5.7% | +71.2% | -76.9% | -16.0% |
| 3Y | +7.9% | +102.7% | -94.8% | -8.3% |
| 5Y | -32.3% | +99.6% | -131.9% | -43.8% |
| All | -32.3% | +97.3% | -129.6% | -43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling