+157.0%
RIOT vs ABCL
-81.2%
+238.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | +25.1% | +1.4% | +23.7% | +24.5% |
| 30D | +8.5% | +65.1% | -56.6% | -17.2% |
| 3M | -13.4% | +111.1% | -124.4% | -43.1% |
| 6M | +57.1% | +231.6% | -174.4% | -18.2% |
| YTD | +75.7% | +234.5% | -158.8% | -10.2% |
| 1Y | +65.6% | +174.3% | -108.7% | -9.2% |
| 3Y | +103.3% | +111.5% | -8.2% | +13.5% |
| 5Y | -26.7% | -37.3% | +10.5% | -38.3% |
| All | +157.0% | -81.2% | +238.3% | +229.7% |
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