+341.1%
RIO vs AMBA
+772.6%
-431.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.1% | -5.4% | -0.2% |
| 7D | +2.2% | -7.2% | +9.5% | +3.3% |
| 30D | -10.1% | -10.4% | +0.3% | -8.8% |
| 3M | -14.1% | -30.1% | +16.0% | -9.8% |
| 6M | -18.9% | -22.4% | +3.5% | -17.9% |
| YTD | +9.9% | -17.3% | +27.3% | +9.3% |
| 1Y | +27.0% | -35.4% | +62.4% | +30.4% |
| 3Y | +50.1% | +18.6% | +31.5% | +33.9% |
| 5Y | +95.3% | -69.8% | +165.1% | +101.0% |
| 10Y | +425.9% | +1.1% | +424.8% | +308.3% |
| All | +341.1% | +772.6% | -431.4% | +148.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling