+95.9%
RIO vs AME
+55.9%
+40.0%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | +1.0% | +1.3% | -0.4% | +0.5% |
| 30D | +4.0% | -6.6% | +10.6% | +6.5% |
| 3M | +4.5% | +3.0% | +1.6% | +3.2% |
| 6M | +17.3% | +5.3% | +12.0% | +14.8% |
| YTD | +36.2% | +15.4% | +20.7% | +29.8% |
| 1Y | +76.1% | +26.8% | +49.3% | +63.3% |
| All | +95.9% | +55.9% | +40.0% | +63.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling