+90.7%
RIO vs AME
+77.3%
+13.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | +0.5% | +1.1% | -0.6% | -0.1% |
| 30D | -9.9% | -4.1% | -5.8% | -8.6% |
| 3M | -14.0% | -6.3% | -7.7% | -11.9% |
| 6M | -19.5% | +3.5% | -23.1% | -21.3% |
| YTD | +11.5% | +17.3% | -5.7% | +3.5% |
| 1Y | +26.9% | +22.0% | +4.9% | +15.9% |
| 3Y | +55.1% | +62.0% | -6.9% | +20.5% |
| 5Y | +90.7% | +78.5% | +12.2% | +32.8% |
| All | +90.7% | +77.3% | +13.4% | +32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling