+99.6%
RIO vs AME
+85.0%
+14.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +1.9% | +2.8% | -0.8% | +0.7% |
| 30D | +5.0% | -6.3% | +11.2% | +7.8% |
| 3M | +5.1% | +5.4% | -0.3% | +2.5% |
| 6M | +17.6% | +7.4% | +10.2% | +13.8% |
| YTD | +36.3% | +16.2% | +20.1% | +27.8% |
| 1Y | +71.2% | +26.8% | +44.4% | +54.6% |
| 3Y | +102.7% | +57.5% | +45.2% | +61.8% |
| 5Y | +99.6% | +84.8% | +14.7% | +40.1% |
| All | +99.6% | +85.0% | +14.6% | +40.1% |
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