+4,867.9%
RIO vs AME
+19,538.6%
-14,670.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.6% |
| 7D | -0.9% | +5.9% | -6.8% | -3.6% |
| 30D | -9.1% | -1.9% | -7.2% | -8.6% |
| 3M | -13.7% | -5.4% | -8.3% | -11.9% |
| 6M | -24.3% | +4.9% | -29.3% | -26.5% |
| YTD | +8.9% | +18.5% | -9.6% | -0.3% |
| 1Y | +22.7% | +25.5% | -2.8% | +9.3% |
| 3Y | +51.2% | +63.0% | -11.9% | +16.2% |
| 5Y | +88.1% | +78.3% | +9.8% | +37.2% |
| 10Y | +352.3% | +447.1% | -94.8% | +93.0% |
| All | +4,867.9% | +19,538.6% | -14,670.7% | +995.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling