+127,881.2%
APH vs RIO
+4,673.1%
+123,208.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.3% |
| 7D | -5.0% | +3.6% | -8.6% | -6.1% |
| 30D | -8.4% | -10.8% | +2.4% | -4.9% |
| 3M | -4.5% | -15.2% | +10.7% | +0.6% |
| 6M | +25.3% | -18.0% | +43.3% | +33.3% |
| YTD | +18.9% | +11.0% | +7.9% | +14.6% |
| 1Y | +11.9% | +26.4% | -14.4% | +3.5% |
| 3Y | +278.0% | +54.4% | +223.6% | +224.8% |
| 5Y | +306.4% | +98.1% | +208.4% | +214.7% |
| 10Y | +955.2% | +358.5% | +596.6% | +509.9% |
| All | +127,881.2% | +4,673.1% | +123,208.1% | +34,819.6% |
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 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