-29.3%
RIOT vs ADM
+67.3%
-96.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.4% | -5.5% | -5.2% |
| 7D | -0.9% | +3.0% | -3.9% | -1.8% |
| 30D | +3.5% | +8.7% | -5.2% | +0.5% |
| 3M | -13.0% | +7.6% | -20.6% | -15.4% |
| 6M | +43.1% | +26.9% | +16.2% | +31.4% |
| YTD | +65.4% | +54.3% | +11.1% | +41.6% |
| 1Y | +27.7% | +45.7% | -17.9% | +11.4% |
| 3Y | +91.3% | +21.9% | +69.4% | +76.1% |
| 5Y | -29.3% | +67.2% | -96.4% | -40.6% |
| All | -29.3% | +67.3% | -96.5% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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