+853.3%
APO vs RIO
+354.4%
+498.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.9% |
| 7D | +5.8% | -0.9% | +6.7% | +6.2% |
| 30D | +8.9% | -9.1% | +18.0% | +13.9% |
| 3M | -13.6% | -13.7% | 0.0% | -7.6% |
| 6M | -5.4% | -24.3% | +19.0% | +7.1% |
| YTD | -13.6% | +8.9% | -22.5% | -19.5% |
| 1Y | -2.5% | +22.7% | -25.1% | -14.4% |
| 3Y | +50.9% | +51.2% | -0.3% | +16.1% |
| 5Y | +81.4% | +88.1% | -6.7% | +19.0% |
| All | +853.3% | +354.4% | +498.9% | +313.1% |
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