+86.1%
ARM vs RIO
+73.7%
+12.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.4% | +3.5% | +3.6% |
| 7D | +5.5% | 0.0% | +5.5% | +5.5% |
| 30D | -8.2% | +4.0% | -12.2% | -11.9% |
| 3M | -35.9% | +0.1% | -36.1% | -36.1% |
| 6M | +103.1% | +12.7% | +90.4% | +90.0% |
| YTD | +130.6% | +35.6% | +95.1% | +88.0% |
| 1Y | +86.1% | +73.7% | +12.4% | +20.7% |
| All | +86.1% | +73.7% | +12.3% | +20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling