+8.1%
APH vs RIO
-17.0%
+25.0%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.7% | +3.4% | +3.7% |
| 7D | -5.9% | +2.2% | -8.2% | -7.1% |
| 30D | -14.8% | -10.1% | -4.7% | -9.4% |
| 3M | -12.4% | -14.1% | +1.7% | -4.8% |
| 6M | +8.1% | -18.9% | +27.0% | +18.4% |
| All | +8.1% | -17.0% | +25.0% | +18.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling