+475.0%
RIO vs AMCR
+96.6%
+378.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.1% |
| 7D | +1.9% | -1.8% | +3.8% | +2.5% |
| 30D | +5.0% | -6.0% | +11.0% | +7.1% |
| 3M | +5.1% | +18.9% | -13.8% | -1.0% |
| 6M | +17.6% | +5.7% | +12.0% | +14.8% |
| YTD | +36.3% | +11.1% | +25.2% | +30.7% |
| 1Y | +71.2% | +12.7% | +58.5% | +63.2% |
| 3Y | +102.7% | +9.6% | +93.1% | +93.1% |
| 5Y | +99.6% | -10.3% | +109.9% | +101.3% |
| 10Y | +603.1% | +16.5% | +586.6% | +534.4% |
| All | +475.0% | +96.6% | +378.4% | +430.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling