-19.5%
AZN vs RIO
+20.6%
-40.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.9% | -1.9% |
| 7D | -2.9% | +1.0% | -3.9% | -3.1% |
| 30D | -3.1% | +4.0% | -7.1% | -3.9% |
| 3M | -14.4% | +4.5% | -19.0% | -15.1% |
| 6M | -19.5% | +17.3% | -36.8% | -25.3% |
| All | -19.5% | +20.6% | -40.1% | -25.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling