+358.5%
RIO vs AMBA
+4.3%
+354.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | -0.1% | -1.8% |
| 7D | +3.6% | -2.6% | +6.2% | +3.9% |
| 30D | -10.8% | -10.5% | -0.3% | -9.3% |
| 3M | -15.2% | -26.4% | +11.2% | -11.3% |
| 6M | -18.0% | -20.9% | +2.9% | -17.3% |
| YTD | +11.0% | -14.8% | +25.8% | +9.6% |
| 1Y | +26.4% | -36.1% | +62.4% | +30.3% |
| 3Y | +54.4% | +20.2% | +34.1% | +35.1% |
| 5Y | +98.1% | -67.2% | +165.3% | +101.6% |
| 10Y | +358.5% | +5.0% | +353.6% | +213.6% |
| All | +358.5% | +4.3% | +354.2% | +213.6% |
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