+805.4%
RIOT vs ACM
+125.1%
+680.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.4% |
| 7D | +14.8% | -3.7% | +18.5% | +18.2% |
| 30D | +1.4% | -11.1% | +12.5% | +8.3% |
| 3M | -20.6% | -8.0% | -12.7% | -18.0% |
| 6M | +31.9% | -29.7% | +61.5% | +67.3% |
| YTD | +72.1% | -29.4% | +101.4% | +114.2% |
| 1Y | +65.7% | -46.4% | +112.1% | +155.9% |
| 3Y | +97.5% | -22.3% | +119.8% | +134.6% |
| 5Y | -36.7% | +4.5% | -41.2% | -36.5% |
| 10Y | +550.1% | +127.6% | +422.5% | +310.9% |
| All | +805.4% | +125.1% | +680.3% | +500.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling