+164.9%
ACN vs RIOT
+787.4%
-622.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -1.9% |
| 7D | -4.0% | +18.9% | -22.9% | -4.8% |
| 30D | +19.0% | +11.0% | +8.0% | +18.1% |
| 3M | +42.2% | -9.7% | +51.9% | +42.0% |
| 6M | +50.1% | -27.9% | +78.0% | +50.5% |
| YTD | -2.7% | +44.3% | -47.0% | -6.7% |
| 1Y | +7.6% | +13.3% | -5.7% | +4.3% |
| 3Y | -15.9% | +76.4% | -92.3% | -23.1% |
| 5Y | -24.4% | -53.8% | +29.4% | -30.6% |
| 10Y | +151.4% | +670.6% | -519.2% | +96.6% |
| All | +164.9% | +787.4% | -622.5% | +109.7% |
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