+314.8%
RIO vs ACM
+250.7%
+64.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.2% | -2.0% | +0.4% |
| 7D | +4.4% | +6.9% | -2.5% | +0.8% |
| 30D | -8.9% | +19.1% | -27.9% | -17.1% |
| 3M | -12.7% | -6.9% | -5.7% | -10.6% |
| 6M | -16.2% | -12.0% | -4.2% | -12.9% |
| YTD | +13.4% | -25.1% | +38.5% | +26.6% |
| 1Y | +30.9% | -45.4% | +76.3% | +72.7% |
| 3Y | +60.2% | -6.9% | +67.1% | +52.2% |
| 5Y | +98.9% | +3.7% | +95.2% | +74.2% |
| 10Y | +381.4% | +135.8% | +245.7% | +129.7% |
| All | +314.8% | +250.7% | +64.2% | +21.3% |
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 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