+395.9%
RIO vs ACM
+230.8%
+165.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | 0.0% | -3.7% | +3.7% | +2.0% |
| 30D | +4.0% | -11.1% | +15.1% | +9.5% |
| 3M | +0.1% | -8.0% | +8.1% | +2.9% |
| 6M | +12.7% | -29.7% | +42.4% | +32.4% |
| YTD | +35.6% | -29.4% | +64.9% | +56.8% |
| 1Y | +73.7% | -46.4% | +120.1% | +131.7% |
| 3Y | +93.3% | -22.3% | +115.7% | +103.8% |
| 5Y | +92.4% | +4.5% | +88.0% | +67.1% |
| 10Y | +606.9% | +127.6% | +479.3% | +243.4% |
| All | +395.9% | +230.8% | +165.1% | +50.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling