+15.3%
RIOT vs ACM
-46.1%
+61.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.4% |
| 7D | +20.8% | +5.1% | +15.7% | +19.1% |
| 30D | +7.0% | +18.7% | -11.7% | +2.3% |
| 3M | -12.3% | +15.5% | -27.7% | -16.1% |
| 6M | -27.3% | +1.2% | -28.5% | -27.7% |
| YTD | +40.7% | -25.2% | +66.0% | +61.3% |
| 1Y | +15.3% | -46.3% | +61.6% | +53.2% |
| All | +15.3% | -46.1% | +61.4% | +53.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling