+1,590.2%
AMAT vs RIOT
+616.5%
+973.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -4.0% | -9.6% | -13.1% |
| 7D | -24.3% | +7.4% | -31.7% | -25.1% |
| 30D | -39.8% | -22.0% | -17.8% | -38.1% |
| 3M | -40.2% | -31.3% | -8.8% | -37.8% |
| 6M | -22.1% | -27.5% | +5.4% | -19.5% |
| YTD | +24.7% | +16.5% | +8.2% | +21.4% |
| 1Y | +33.3% | -22.2% | +55.5% | +35.2% |
| 3Y | +133.9% | +29.6% | +104.3% | +110.2% |
| 5Y | +117.1% | -53.1% | +170.2% | +96.0% |
| 10Y | +1,158.7% | +586.8% | +571.9% | +777.0% |
| All | +1,590.2% | +616.5% | +973.7% | +1,066.6% |
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