+619.2%
RIO vs ACM
+124.8%
+494.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.0% | +1.1% |
| 7D | +1.0% | -3.7% | +4.6% | +2.4% |
| 30D | +4.0% | -12.7% | +16.7% | +8.9% |
| 3M | +4.5% | -9.8% | +14.3% | +7.6% |
| 6M | +17.3% | -31.4% | +48.7% | +34.1% |
| YTD | +36.2% | -32.1% | +68.3% | +54.8% |
| 1Y | +76.1% | -47.8% | +124.0% | +122.8% |
| 3Y | +102.5% | -22.1% | +124.6% | +109.9% |
| 5Y | +103.5% | +1.8% | +101.7% | +84.1% |
| 10Y | +619.2% | +132.5% | +486.6% | +320.7% |
| All | +619.2% | +124.8% | +494.4% | +320.7% |
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