-29.3%
RIOT vs ACM
-0.5%
-28.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.8% | -3.3% | -3.4% |
| 7D | -0.9% | -5.9% | +5.0% | +4.8% |
| 30D | +3.5% | -6.2% | +9.7% | +7.4% |
| 3M | -13.0% | -7.9% | -5.1% | -10.5% |
| 6M | +43.1% | -30.6% | +73.7% | +97.7% |
| YTD | +65.4% | -33.3% | +98.6% | +131.4% |
| 1Y | +27.7% | -49.2% | +76.9% | +144.0% |
| 3Y | +91.3% | -23.5% | +114.8% | +125.8% |
| 5Y | -29.3% | +0.9% | -30.2% | -33.5% |
| All | -29.3% | -0.5% | -28.8% | -33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling