+580.6%
RIO vs AME
+427.9%
+152.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.9% | -3.3% | -3.7% |
| 7D | -3.4% | 0.0% | -3.4% | -3.4% |
| 30D | +0.6% | -8.6% | +9.2% | +5.8% |
| 3M | +2.5% | +5.8% | -3.2% | -1.2% |
| 6M | +10.8% | +3.8% | +7.0% | +7.9% |
| YTD | +30.5% | +14.4% | +16.0% | +20.0% |
| 1Y | +68.1% | +25.8% | +42.4% | +45.6% |
| 3Y | +94.0% | +55.2% | +38.9% | +43.0% |
| 5Y | +92.0% | +85.5% | +6.5% | +23.2% |
| All | +580.6% | +427.9% | +152.7% | +112.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded AME 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling