+87.7%
RIO vs AGI
+204.0%
-116.3%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.3% | -0.9% | -3.3% |
| 7D | -3.4% | -5.3% | +1.9% | -1.9% |
| 30D | +0.6% | +6.8% | -6.2% | -1.2% |
| 3M | +2.5% | +8.3% | -5.8% | -0.2% |
| 6M | +10.8% | -29.2% | +40.0% | +19.1% |
| YTD | +30.5% | -7.3% | +37.7% | +30.9% |
| 1Y | +68.1% | +8.0% | +60.1% | +62.2% |
| All | +87.7% | +204.0% | -116.3% | +38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling