-26.7%
RIOT vs ACHR
-42.8%
+16.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.4% | +0.1% | +1.5% |
| 7D | -1.5% | -2.3% | +0.8% | -0.6% |
| 30D | +5.7% | -11.3% | +16.9% | +10.0% |
| 3M | -17.9% | +5.3% | -23.1% | -22.2% |
| 6M | +45.0% | -13.2% | +58.2% | +49.7% |
| YTD | +69.5% | -25.8% | +95.3% | +88.3% |
| 1Y | +37.2% | -34.3% | +71.5% | +59.1% |
| 3Y | +111.7% | -19.9% | +131.7% | +96.9% |
| All | -26.7% | -42.8% | +16.0% | -57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR 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 ACHR 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