+805.4%
RIOT vs ADM
+214.3%
+591.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +3.0% |
| 7D | +14.8% | +3.8% | +11.0% | +12.3% |
| 30D | +1.4% | +9.8% | -8.4% | -4.2% |
| 3M | -20.6% | +2.1% | -22.8% | -22.1% |
| 6M | +31.9% | +27.5% | +4.4% | +13.8% |
| YTD | +72.1% | +50.2% | +21.9% | +35.4% |
| 1Y | +65.7% | +40.6% | +25.1% | +34.4% |
| 3Y | +97.5% | +17.2% | +80.2% | +70.0% |
| 5Y | -36.7% | +61.9% | -98.6% | -58.0% |
| 10Y | +550.1% | +159.3% | +390.9% | +203.0% |
| All | +805.4% | +214.3% | +591.1% | +361.9% |
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