+27.4%
AMAT vs RIOT
+38.8%
-11.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.1% | +1.2% | +2.9% |
| 7D | -1.5% | +14.8% | -16.3% | -8.1% |
| 30D | -14.8% | +1.4% | -16.2% | -16.2% |
| 3M | -9.3% | -20.6% | +11.4% | -1.8% |
| 6M | +27.4% | +31.9% | -4.5% | +10.0% |
| All | +27.4% | +38.8% | -11.4% | +10.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling