-20.3%
RIOT vs ABCL
+138.2%
-158.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.8% | +8.8% | +9.3% |
| 7D | +6.4% | -10.0% | +16.3% | +10.7% |
| 30D | -20.4% | -10.9% | -9.6% | -16.8% |
| 3M | -28.7% | +101.6% | -130.4% | -46.2% |
| 6M | -17.7% | +167.5% | -185.3% | -50.8% |
| YTD | +21.3% | +259.1% | -237.8% | -44.4% |
| 1Y | -20.3% | +152.2% | -172.4% | -54.0% |
| All | -20.3% | +138.2% | -158.5% | -54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling