+805.4%
RIOT vs AA
+127.8%
+677.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.1% | +5.2% | +4.3% |
| 7D | +14.8% | -0.7% | +15.5% | +15.1% |
| 30D | +1.4% | +5.0% | -3.6% | -1.9% |
| 3M | -20.6% | -35.8% | +15.2% | +1.0% |
| 6M | +31.9% | -18.4% | +50.3% | +43.2% |
| YTD | +72.1% | -5.5% | +77.5% | +71.7% |
| 1Y | +65.7% | +61.0% | +4.7% | +21.8% |
| 3Y | +97.5% | +66.2% | +31.2% | +33.7% |
| 5Y | -36.7% | +11.4% | -48.1% | -49.4% |
| 10Y | +550.1% | +116.9% | +433.3% | +183.5% |
| All | +805.4% | +127.8% | +677.6% | +280.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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