-7.7%
AAL vs RIOT
+97.0%
-104.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.8% | -2.1% |
| 7D | -0.3% | +25.1% | -25.4% | -4.5% |
| 30D | -19.0% | +8.5% | -27.5% | -20.7% |
| 3M | -5.1% | -13.4% | +8.3% | -4.3% |
| 6M | +15.5% | +57.1% | -41.7% | +3.4% |
| YTD | -15.8% | +75.7% | -91.5% | -27.5% |
| 1Y | -0.3% | +65.6% | -65.9% | -14.6% |
| 3Y | -7.7% | +103.3% | -110.9% | -33.5% |
| All | -7.7% | +97.0% | -104.6% | -33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling