+93.4%
ACN vs RIOT
+958.3%
-864.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.1% | -6.4% | -3.5% |
| 7D | -1.5% | +14.8% | -16.3% | -2.2% |
| 30D | +9.4% | +1.4% | +8.0% | +9.1% |
| 3M | +5.6% | -20.6% | +26.3% | +6.0% |
| 6M | -9.3% | +31.9% | -41.1% | -11.7% |
| YTD | -29.0% | +72.1% | -101.0% | -32.1% |
| 1Y | -24.7% | +65.7% | -90.3% | -28.2% |
| 3Y | -39.8% | +97.5% | -137.3% | -45.2% |
| 5Y | -40.9% | -36.7% | -4.2% | -46.3% |
| 10Y | +91.1% | +550.1% | -459.0% | +48.8% |
| All | +93.4% | +958.3% | -864.8% | +52.6% |
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