+103.9%
RIOT vs ABCL
-79.5%
+183.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.2% | +0.5% | +3.4% |
| 7D | +49.2% | +12.4% | +36.7% | +42.4% |
| 30D | +4.6% | -0.4% | +4.9% | +5.8% |
| 3M | -13.9% | +80.4% | -94.3% | -36.6% |
| 6M | -26.7% | +138.5% | -165.2% | -55.1% |
| YTD | +39.4% | +265.5% | -226.1% | -31.3% |
| 1Y | +3.8% | +219.7% | -215.9% | -45.3% |
| 3Y | +73.0% | +209.4% | -136.4% | -17.7% |
| 5Y | -55.7% | -15.0% | -40.7% | -65.7% |
| All | +103.9% | -79.5% | +183.4% | +152.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling