+68.1%
RIO vs AMRZ
-25.1%
+93.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.3% | -2.9% | -3.9% |
| 7D | -3.4% | -8.1% | +4.8% | -1.4% |
| 30D | +0.6% | -14.8% | +15.4% | +4.4% |
| 3M | +2.5% | -19.7% | +22.3% | +7.7% |
| 6M | +10.8% | -30.8% | +41.6% | +19.4% |
| YTD | +30.5% | -24.3% | +54.8% | +37.9% |
| 1Y | +68.1% | -24.0% | +92.2% | +76.2% |
| All | +68.1% | -25.1% | +93.2% | +76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 1y: compounded portfolio wealth divided by compounded AMRZ 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…
1y analysis · Full analysis span regression · 6 months rolling