+87.7%
RIO vs AMCR
+8.2%
+79.5%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.3% | -3.9% | -4.1% |
| 7D | -3.4% | -5.0% | +1.6% | -1.4% |
| 30D | +0.6% | -8.0% | +8.6% | +3.9% |
| 3M | +2.5% | +14.3% | -11.7% | -3.3% |
| 6M | +10.8% | +5.3% | +5.5% | +7.4% |
| YTD | +30.5% | +7.7% | +22.7% | +25.2% |
| 1Y | +68.1% | +10.8% | +57.3% | +59.4% |
| All | +87.7% | +8.2% | +79.5% | +76.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling