+378.5%
APP vs RIO
+88.6%
+289.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -2.9% |
| 7D | +0.1% | +1.9% | -1.8% | -0.7% |
| 30D | -10.0% | +5.0% | -15.0% | -11.9% |
| 3M | -44.6% | +5.1% | -49.8% | -45.8% |
| 6M | -37.9% | +17.6% | -55.5% | -42.6% |
| YTD | -53.7% | +36.3% | -90.0% | -59.7% |
| 1Y | -43.0% | +71.2% | -114.1% | -55.0% |
| 3Y | +640.8% | +102.7% | +538.1% | +442.4% |
| 5Y | +358.8% | +99.6% | +259.3% | +222.0% |
| All | +378.5% | +88.6% | +289.9% | +227.8% |
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