+347.6%
RIO vs ACM
+131.3%
+216.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | +0.1% | +5.1% | -4.9% | -1.8% |
| 30D | -10.5% | +18.7% | -29.2% | -16.4% |
| 3M | -15.9% | +15.5% | -31.4% | -21.0% |
| 6M | -22.3% | +1.2% | -23.5% | -23.8% |
| YTD | +9.3% | -25.2% | +34.6% | +19.4% |
| 1Y | +23.0% | -46.3% | +69.3% | +54.5% |
| 3Y | +52.1% | -9.6% | +61.6% | +47.8% |
| 5Y | +88.9% | +4.4% | +84.5% | +69.8% |
| All | +347.6% | +131.3% | +216.3% | +181.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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