+640.5%
RIOT vs ACM
+138.3%
+502.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.3% |
| 7D | +20.8% | +5.1% | +15.7% | +16.5% |
| 30D | +7.0% | +18.7% | -11.7% | -5.9% |
| 3M | -12.3% | +15.5% | -27.7% | -22.6% |
| 6M | -27.3% | +1.2% | -28.5% | -30.6% |
| YTD | +40.7% | -25.2% | +66.0% | +67.0% |
| 1Y | +15.3% | -46.3% | +61.6% | +77.3% |
| 3Y | +72.1% | -9.6% | +81.7% | +81.1% |
| 5Y | -59.7% | +4.4% | -64.0% | -59.9% |
| 10Y | +651.6% | +129.3% | +522.3% | +362.0% |
| All | +640.5% | +138.3% | +502.3% | +368.4% |
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