+632.4%
RIOT vs ACGL
+322.9%
+309.4%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.5% | -2.5% |
| 7D | +20.8% | -1.2% | +22.0% | +21.3% |
| 30D | +7.0% | +12.8% | -5.8% | +0.4% |
| 3M | -12.3% | +12.3% | -24.5% | -17.7% |
| 6M | -27.3% | +15.8% | -43.1% | -34.0% |
| YTD | +40.7% | +13.9% | +26.8% | +26.8% |
| 1Y | +15.3% | +19.0% | -3.7% | +1.2% |
| 3Y | +72.1% | +33.7% | +38.4% | +35.4% |
| 5Y | -59.7% | +173.4% | -233.0% | -80.1% |
| All | +632.4% | +322.9% | +309.4% | +114.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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