+627.6%
RIOT vs ADM
+170.8%
+456.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.7% | -4.5% | -3.1% |
| 7D | +4.8% | +4.2% | +0.7% | +2.7% |
| 30D | +16.0% | -12.8% | +28.9% | +23.2% |
| 3M | -8.8% | -8.5% | -0.3% | -6.5% |
| 6M | -29.7% | -10.9% | -18.8% | -27.1% |
| YTD | +38.3% | +29.4% | +8.9% | +15.7% |
| 1Y | +26.2% | +27.5% | -1.3% | +6.4% |
| 3Y | +79.0% | +10.3% | +68.6% | +54.4% |
| 5Y | -60.4% | +27.4% | -87.7% | -70.0% |
| 10Y | +638.6% | +134.6% | +504.0% | +265.6% |
| All | +627.6% | +170.8% | +456.8% | +294.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling