+30.8%
RIO vs AGI
-1.1%
+32.0%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +10.8% | -7.2% | 0.0% |
| 7D | -1.6% | -5.3% | +3.7% | -0.1% |
| 30D | -11.6% | -7.1% | -4.4% | -9.7% |
| 3M | -12.7% | +4.4% | -17.1% | -14.3% |
| 6M | -12.4% | -23.0% | +10.6% | -5.9% |
| YTD | +11.0% | -22.0% | +33.0% | +17.8% |
| 1Y | +30.8% | +0.3% | +30.6% | +33.7% |
| All | +30.8% | -1.1% | +32.0% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 1y: compounded portfolio wealth divided by compounded AGI 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…
1y analysis · Full analysis span regression · 6 months rolling