+358.5%
RIO vs ACM
+133.7%
+224.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.4% |
| 7D | +3.6% | +6.6% | -3.0% | +1.1% |
| 30D | -10.8% | +19.8% | -30.6% | -16.8% |
| 3M | -15.2% | -3.1% | -12.1% | -14.9% |
| 6M | -18.0% | -11.5% | -6.5% | -15.5% |
| YTD | +11.0% | -24.7% | +35.7% | +20.7% |
| 1Y | +26.4% | -45.1% | +71.4% | +56.5% |
| 3Y | +54.4% | -8.9% | +63.2% | +49.8% |
| 5Y | +98.1% | +5.4% | +92.7% | +78.1% |
| 10Y | +358.5% | +131.1% | +227.5% | +184.3% |
| All | +358.5% | +133.7% | +224.8% | +184.3% |
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