+111.1%
RIOT vs ABCL
-80.4%
+191.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.1% | +5.2% | +2.9% |
| 7D | +18.9% | -2.7% | +21.6% | +20.4% |
| 30D | +11.0% | -5.4% | +16.4% | +14.8% |
| 3M | -9.7% | +22.4% | -32.1% | -17.9% |
| 6M | -27.9% | +127.6% | -155.5% | -55.0% |
| YTD | +44.3% | +249.4% | -205.1% | -27.5% |
| 1Y | +13.3% | +198.0% | -184.7% | -38.5% |
| 3Y | +76.4% | +195.8% | -119.3% | -14.5% |
| 5Y | -53.8% | -20.6% | -33.2% | -63.3% |
| All | +111.1% | -80.4% | +191.5% | +166.2% |
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