+151.7%
RIOT vs ABCL
-81.3%
+233.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +3.6% |
| 7D | +14.8% | +0.7% | +14.1% | +14.6% |
| 30D | +1.4% | +93.1% | -91.7% | -28.4% |
| 3M | -20.6% | +79.4% | -100.1% | -43.7% |
| 6M | +31.9% | +214.9% | -183.0% | -29.6% |
| YTD | +72.1% | +234.2% | -162.2% | -12.1% |
| 1Y | +65.7% | +174.8% | -109.1% | -9.3% |
| 3Y | +97.5% | +104.5% | -7.0% | +12.0% |
| 5Y | -36.7% | -39.0% | +2.3% | -46.3% |
| All | +151.7% | -81.3% | +233.0% | +223.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling