-26.3%
APH vs RIO
+73.7%
-100.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +0.8% | -48.5% | -48.1% |
| 7D | -48.7% | -1.4% | -47.3% | -48.5% |
| 30D | -51.9% | +4.0% | -55.9% | -52.9% |
| 3M | -43.6% | +0.1% | -43.7% | -44.2% |
| 6M | -37.5% | +12.7% | -50.2% | -41.9% |
| YTD | -38.6% | +35.6% | -74.2% | -46.1% |
| 1Y | -26.3% | +73.7% | -100.0% | -33.7% |
| All | -26.3% | +73.7% | -100.1% | -33.7% |
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 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