+26.8%
AZN vs RIO
+88.2%
-61.4%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.2% | +0.2% |
| 7D | -1.6% | -3.2% | +1.7% | -0.9% |
| 30D | +1.1% | +0.9% | +0.1% | +0.8% |
| 3M | -12.1% | -1.4% | -10.7% | -12.0% |
| 6M | -17.1% | +10.9% | -28.1% | -19.5% |
| YTD | -12.0% | +31.2% | -43.2% | -18.0% |
| 1Y | -0.2% | +67.9% | -68.1% | -12.6% |
| 3Y | +26.8% | +88.8% | -62.0% | +4.0% |
| All | +26.8% | +88.2% | -61.4% | +4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling