-26.7%
RIOT vs ACGL
+158.6%
-185.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.4% | +4.5% | +2.7% |
| 7D | +25.1% | -2.9% | +28.1% | +26.0% |
| 30D | +8.5% | -2.8% | +11.3% | +9.2% |
| 3M | -13.4% | +6.8% | -20.2% | -16.0% |
| 6M | +57.1% | -1.5% | +58.7% | +55.9% |
| YTD | +75.7% | -0.2% | +75.9% | +71.7% |
| 1Y | +65.6% | +5.3% | +60.3% | +57.3% |
| 3Y | +103.3% | +30.3% | +73.0% | +66.1% |
| 5Y | -26.7% | +151.8% | -178.6% | -61.2% |
| All | -26.7% | +158.6% | -185.4% | -61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling