+121.5%
RIOT vs ACHR
-42.6%
+164.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.1% | 0.0% | +1.2% |
| 7D | +25.1% | +4.9% | +20.3% | +22.7% |
| 30D | +8.5% | +4.3% | +4.2% | +4.3% |
| 3M | -13.4% | +1.7% | -15.1% | -16.7% |
| 6M | +57.1% | -6.9% | +64.0% | +57.6% |
| YTD | +75.7% | -22.5% | +98.2% | +92.2% |
| 1Y | +65.6% | -31.5% | +97.1% | +89.0% |
| 3Y | +103.3% | -14.4% | +117.7% | +81.5% |
| 5Y | -26.7% | -41.6% | +14.9% | -37.8% |
| All | +121.5% | -42.6% | +164.1% | +90.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling