+640.5%
RIOT vs ADM
+163.6%
+476.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.5% | -2.5% |
| 7D | +20.8% | +0.7% | +20.1% | +20.3% |
| 30D | +7.0% | -14.7% | +21.7% | +14.8% |
| 3M | -12.3% | -10.4% | -1.8% | -9.1% |
| 6M | -27.3% | -10.9% | -16.3% | -24.6% |
| YTD | +40.7% | +26.0% | +14.7% | +19.4% |
| 1Y | +15.3% | +26.5% | -11.2% | -2.6% |
| 3Y | +72.1% | +8.2% | +63.9% | +49.7% |
| 5Y | -59.7% | +24.0% | -83.6% | -69.0% |
| 10Y | +651.6% | +128.4% | +523.3% | +277.1% |
| All | +640.5% | +163.6% | +476.9% | +307.2% |
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