+485.8%
RIOT vs ACM
+134.0%
+351.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +1.7% |
| 7D | -1.5% | -4.6% | +3.1% | +2.1% |
| 30D | +5.7% | +4.1% | +1.6% | +1.2% |
| 3M | -17.9% | -8.3% | -9.6% | -15.2% |
| 6M | +45.0% | -30.1% | +75.0% | +85.2% |
| YTD | +69.5% | -32.6% | +102.1% | +119.5% |
| 1Y | +37.2% | -49.6% | +86.8% | +124.7% |
| 3Y | +111.7% | -23.0% | +134.8% | +153.9% |
| 5Y | -27.5% | +2.0% | -29.5% | -26.1% |
| All | +485.8% | +134.0% | +351.8% | +271.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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