+126,856.7%
APH vs RIO
+4,697.4%
+122,159.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -1.0% |
| 7D | +0.4% | +0.5% | -0.1% | +0.3% |
| 30D | -8.0% | -9.9% | +1.9% | -4.8% |
| 3M | -5.0% | -14.0% | +9.0% | -0.3% |
| 6M | +29.9% | -19.5% | +49.4% | +39.1% |
| YTD | +18.0% | +11.5% | +6.4% | +13.5% |
| 1Y | +11.3% | +26.9% | -15.6% | +2.8% |
| 3Y | +274.9% | +55.1% | +219.8% | +221.7% |
| 5Y | +300.6% | +90.7% | +209.9% | +214.0% |
| 10Y | +944.2% | +363.3% | +580.9% | +501.6% |
| All | +126,856.7% | +4,697.4% | +122,159.4% | +34,483.5% |
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