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  • APA vs RIO✓SelectedUSD · RIOAPA vs RIO performance historyLatest closeAs of-3.19%09/04
Stock and ETF performance explorer

APA vs RIO

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,007.5%
RIO return
+6,008.3%
Excess return
-5,000.8%
Maximum drawdown
-96.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioRIOExcessAlpha
1D-3.2%+0.4%-3.6%-3.4%
7D+0.5%0.0%+0.6%+0.5%
30D+23.4%+4.0%+19.4%+21.0%
3M+12.7%+0.1%+12.6%+11.7%
6M+39.4%+12.7%+26.7%+28.3%
YTD+79.0%+35.6%+43.4%+50.5%
1Y+88.8%+73.7%+15.1%+41.3%
3Y+6.4%+93.3%-86.9%-25.1%
5Y+153.0%+92.4%+60.5%+79.3%
10Y+7.5%+606.9%-599.4%-53.2%
All+1,007.5%+6,008.3%-5,000.8%+254.8%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling