+584.5%
RIO vs AGI
+392.3%
+192.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.4% |
| 7D | -3.2% | -2.7% | -0.5% | -2.7% |
| 30D | +0.9% | +7.2% | -6.3% | -0.4% |
| 3M | -1.4% | +4.3% | -5.7% | -2.5% |
| 6M | +10.9% | -27.1% | +38.0% | +16.3% |
| YTD | +31.2% | -6.6% | +37.8% | +31.5% |
| 1Y | +67.9% | +9.5% | +58.4% | +63.4% |
| 3Y | +88.8% | +208.4% | -119.7% | +54.1% |
| 5Y | +93.1% | +401.6% | -308.5% | +45.8% |
| All | +584.5% | +392.3% | +192.2% | +418.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling