+282.2%
APH vs RIO
+94.1%
+188.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.7% | +3.4% | +3.9% |
| 7D | -5.9% | +2.2% | -8.2% | -6.7% |
| 30D | -14.8% | -10.1% | -4.7% | -11.6% |
| 3M | -12.4% | -14.1% | +1.7% | -7.8% |
| 6M | +8.1% | -18.9% | +27.0% | +15.6% |
| YTD | +10.9% | +9.9% | +1.0% | +7.6% |
| 1Y | +8.8% | +27.0% | -18.2% | +0.9% |
| 3Y | +262.1% | +50.1% | +212.0% | +215.1% |
| All | +282.2% | +94.1% | +188.1% | +214.7% |
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 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