+169.9%
ACN vs RIOT
+777.7%
-607.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.8% | +1.5% |
| 7D | +1.6% | +29.0% | -27.4% | +0.4% |
| 30D | +24.6% | +7.1% | +17.6% | +23.9% |
| 3M | +46.2% | -6.8% | +53.0% | +45.8% |
| 6M | +46.2% | -24.9% | +71.1% | +46.2% |
| YTD | -0.9% | +42.7% | -43.6% | -4.9% |
| 1Y | +8.8% | +4.4% | +4.4% | +5.8% |
| 3Y | -14.3% | +74.5% | -88.8% | -21.6% |
| 5Y | -22.6% | -50.5% | +27.8% | -29.2% |
| 10Y | +153.7% | +685.8% | -532.1% | +98.5% |
| All | +169.9% | +777.7% | -607.7% | +113.8% |
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