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  • RIO vs ALLE✓SelectedUSD · ALLERIO vs ALLE performance historyLatest closeAs of+0.54%09/08
Stock and ETF performance explorer

RIO vs ALLE

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+603.1%
ALLE return
+148.2%
Excess return
+454.9%
Maximum drawdown
-37.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioALLEExcessAlpha
1D+0.5%-0.7%+1.2%+0.8%
7D+1.9%+2.8%-0.9%+0.8%
30D+5.0%-7.6%+12.6%+8.2%
3M+5.1%+22.8%-17.6%-3.9%
6M+17.6%+4.6%+13.0%+14.6%
YTD+36.3%-1.2%+37.5%+35.3%
1Y+71.2%-9.1%+80.3%+75.4%
3Y+102.7%+50.0%+52.7%+64.8%
5Y+99.6%+15.2%+84.3%+78.4%
10Y+603.1%+151.1%+452.0%+338.1%
All+603.1%+148.2%+454.9%+338.1%

Cumulative growth

Daily Returns

Daily percentage return beside ALLE.

Daily Out/Under-Performance

Portfolio return minus ALLE return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × ALLE 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 ALLE 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