+627.6%
RIOT vs ACM
+139.6%
+488.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -2.2% |
| 7D | +4.8% | +5.6% | -0.8% | +0.7% |
| 30D | +16.0% | +20.8% | -4.8% | +0.6% |
| 3M | -8.8% | +11.4% | -20.2% | -17.1% |
| 6M | -29.7% | +0.9% | -30.6% | -32.8% |
| YTD | +38.3% | -24.8% | +63.1% | +63.4% |
| 1Y | +26.2% | -46.4% | +72.7% | +94.7% |
| 3Y | +79.0% | -9.2% | +88.2% | +87.8% |
| 5Y | -60.4% | +5.0% | -65.3% | -60.8% |
| 10Y | +638.6% | +130.6% | +508.0% | +352.1% |
| All | +627.6% | +139.6% | +488.1% | +358.3% |
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