+216.5%
ABT vs RIOT
+958.3%
-741.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.5% | -0.5% |
| 7D | -3.7% | +14.8% | -18.5% | -4.1% |
| 30D | +2.5% | +1.4% | +1.1% | +2.3% |
| 3M | +20.2% | -20.6% | +40.8% | +20.6% |
| 6M | -2.9% | +31.9% | -34.8% | -4.4% |
| YTD | -11.9% | +72.1% | -84.0% | -14.2% |
| 1Y | -16.5% | +65.7% | -82.2% | -18.9% |
| 3Y | +12.1% | +97.5% | -85.3% | +5.4% |
| 5Y | -7.4% | -36.7% | +29.3% | -13.2% |
| 10Y | +210.7% | +550.1% | -339.5% | +149.3% |
| All | +216.5% | +958.3% | -741.8% | +155.1% |
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