+951.3%
APH vs RIO
+392.9%
+558.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +3.2% | +5.0% | +7.0% |
| 7D | +1.1% | +4.4% | -3.3% | -0.6% |
| 30D | -7.5% | -8.9% | +1.4% | -4.1% |
| 3M | -4.4% | -12.7% | +8.2% | +0.6% |
| 6M | +26.5% | -16.2% | +42.7% | +35.1% |
| YTD | +20.0% | +13.4% | +6.6% | +13.8% |
| 1Y | +16.9% | +30.9% | -14.0% | +4.9% |
| 3Y | +288.5% | +60.2% | +228.3% | +218.7% |
| 5Y | +310.3% | +98.9% | +211.4% | +197.4% |
| 10Y | +951.3% | +381.4% | +569.9% | +483.6% |
| All | +951.3% | +392.9% | +558.4% | +483.6% |
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