+345.8%
RIO vs AMBA
-0.9%
+346.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.1% |
| 7D | -0.9% | +2.7% | -3.6% | -1.4% |
| 30D | -9.1% | -2.2% | -6.9% | -8.9% |
| 3M | -13.7% | -26.6% | +13.0% | -9.7% |
| 6M | -24.3% | -26.8% | +2.4% | -22.6% |
| YTD | +8.9% | -15.1% | +24.0% | +7.6% |
| 1Y | +22.7% | -32.3% | +54.9% | +25.2% |
| 3Y | +51.2% | +19.8% | +31.4% | +32.3% |
| 5Y | +88.1% | -69.2% | +157.4% | +94.1% |
| All | +345.8% | -0.9% | +346.7% | +203.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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