+916.7%
APO vs RIO
+608.6%
+308.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.3% | +0.6% |
| 7D | -3.5% | -3.2% | -0.3% | -2.0% |
| 30D | -6.6% | +0.9% | -7.5% | -7.2% |
| 3M | -3.3% | -1.4% | -1.8% | -3.2% |
| 6M | +22.6% | +10.9% | +11.7% | +14.8% |
| YTD | -9.8% | +31.2% | -41.0% | -22.8% |
| 1Y | -3.9% | +67.9% | -71.8% | -27.7% |
| 3Y | +52.5% | +88.8% | -36.3% | +5.6% |
| 5Y | +134.0% | +93.1% | +40.9% | +54.4% |
| All | +916.7% | +608.6% | +308.0% | +280.9% |
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