-66.6%
AAL vs RIOT
+958.3%
-1,024.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.1% | -1.9% | +0.9% |
| 7D | -3.7% | +14.8% | -18.5% | -5.3% |
| 30D | -20.8% | +1.4% | -22.2% | -21.2% |
| 3M | -1.3% | -20.6% | +19.4% | +0.1% |
| 6M | +5.4% | +31.9% | -26.5% | +0.8% |
| YTD | -14.4% | +72.1% | -86.4% | -21.1% |
| 1Y | +2.1% | +65.7% | -63.6% | -6.3% |
| 3Y | -10.6% | +97.5% | -108.0% | -23.9% |
| 5Y | -32.2% | -36.7% | +4.5% | -41.7% |
| 10Y | -62.7% | +550.1% | -612.9% | -77.0% |
| All | -66.6% | +958.3% | -1,024.8% | -80.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling