+805.4%
RIOT vs ACGL
+332.9%
+472.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.7% | +4.9% | +3.9% |
| 7D | +14.8% | -0.7% | +15.5% | +15.2% |
| 30D | +1.4% | -1.0% | +2.4% | +1.8% |
| 3M | -20.6% | +11.0% | -31.7% | -25.9% |
| 6M | +31.9% | -0.3% | +32.2% | +29.7% |
| YTD | +72.1% | +2.3% | +69.8% | +64.6% |
| 1Y | +65.7% | +6.4% | +59.3% | +54.0% |
| 3Y | +97.5% | +34.0% | +63.5% | +53.8% |
| 5Y | -36.7% | +161.6% | -198.3% | -68.1% |
| 10Y | +550.1% | +278.6% | +271.6% | +150.3% |
| All | +805.4% | +332.9% | +472.5% | +247.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling