+92.0%
RIO vs AGI
+389.6%
-297.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.3% | -0.9% | -3.2% |
| 7D | -3.4% | -5.3% | +1.9% | -1.8% |
| 30D | +0.6% | +6.8% | -6.2% | -1.4% |
| 3M | +2.5% | +8.3% | -5.8% | -0.5% |
| 6M | +10.8% | -29.2% | +40.0% | +20.5% |
| YTD | +30.5% | -7.3% | +37.7% | +30.5% |
| 1Y | +68.1% | +8.0% | +60.1% | +60.0% |
| 3Y | +94.0% | +206.6% | -112.5% | +30.0% |
| 5Y | +92.0% | +398.1% | -306.1% | +7.1% |
| All | +92.0% | +389.6% | -297.6% | +7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling