+103.3%
RIOT vs ACM
-19.8%
+123.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.7% |
| 7D | +25.1% | -0.3% | +25.4% | +25.4% |
| 30D | +8.5% | -12.9% | +21.4% | +19.0% |
| 3M | -13.4% | -6.4% | -7.0% | -11.7% |
| 6M | +57.1% | -29.2% | +86.4% | +107.6% |
| YTD | +75.7% | -29.9% | +105.6% | +128.2% |
| 1Y | +65.6% | -47.3% | +112.9% | +192.7% |
| 3Y | +103.3% | -19.6% | +122.9% | +145.1% |
| All | +103.3% | -19.8% | +123.1% | +145.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling