+584.5%
RIO vs AMCR
+14.6%
+569.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.2% |
| 7D | -3.2% | -6.3% | +3.1% | -0.6% |
| 30D | +0.9% | -7.8% | +8.7% | +4.4% |
| 3M | -1.4% | +7.5% | -9.0% | -4.9% |
| 6M | +10.9% | +2.7% | +8.3% | +8.8% |
| YTD | +31.2% | +6.0% | +25.2% | +26.5% |
| 1Y | +67.9% | +7.8% | +60.1% | +60.4% |
| 3Y | +88.8% | +5.8% | +83.0% | +78.5% |
| 5Y | +93.1% | -11.6% | +104.7% | +95.7% |
| All | +584.5% | +14.6% | +569.9% | +503.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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