+7.7%
AAL vs RIOT
-21.9%
+29.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +9.6% | -3.3% | +4.8% |
| 7D | +8.3% | +6.4% | +2.0% | +7.1% |
| 30D | +6.2% | -20.4% | +26.7% | +9.8% |
| 3M | -17.7% | -28.7% | +11.0% | -14.0% |
| 6M | +15.4% | -17.7% | +33.1% | +15.6% |
| YTD | -11.1% | +21.3% | -32.4% | -18.1% |
| 1Y | +7.7% | -20.3% | +28.0% | +5.7% |
| All | +7.7% | -21.9% | +29.7% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RIOT.
Daily Out/Under-Performance
Portfolio return minus RIOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIOT 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 RIOT 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