+214.2%
ARM vs RIO
+51.5%
+162.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | 0.0% |
| 7D | +19.8% | +0.1% | +19.7% | +19.9% |
| 30D | -21.8% | -10.5% | -11.3% | -13.7% |
| 3M | -26.5% | -15.9% | -10.6% | -14.9% |
| 6M | -3.9% | -22.3% | +18.4% | +19.7% |
| YTD | +82.8% | +9.3% | +73.4% | +73.9% |
| 1Y | +34.3% | +23.0% | +11.3% | +15.4% |
| 3Y | +282.2% | +52.1% | +230.2% | +169.1% |
| All | +214.2% | +51.5% | +162.7% | +117.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling