+381.4%
RIO vs AMBA
+12.8%
+368.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.3% | -2.1% | +2.3% |
| 7D | +4.4% | 0.0% | +4.5% | +4.3% |
| 30D | -8.9% | -8.6% | -0.3% | -7.7% |
| 3M | -12.7% | -29.0% | +16.3% | -8.2% |
| 6M | -16.2% | -19.2% | +3.0% | -15.7% |
| YTD | +13.4% | -13.0% | +26.4% | +11.6% |
| 1Y | +30.9% | -31.3% | +62.2% | +33.3% |
| 3Y | +60.2% | +28.1% | +32.0% | +38.6% |
| 5Y | +98.9% | -69.4% | +168.4% | +105.7% |
| 10Y | +381.4% | +7.6% | +373.8% | +228.3% |
| All | +381.4% | +12.8% | +368.6% | +228.3% |
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