+791.7%
RIOT vs AFL
+361.4%
+430.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.8% | +2.1% |
| 7D | -1.5% | -1.6% | +0.1% | -0.6% |
| 30D | +5.7% | -4.0% | +9.7% | +7.9% |
| 3M | -17.9% | -0.5% | -17.4% | -18.4% |
| 6M | +45.0% | +6.5% | +38.4% | +37.2% |
| YTD | +69.5% | +6.2% | +63.3% | +59.1% |
| 1Y | +37.2% | +8.3% | +28.9% | +26.7% |
| 3Y | +111.7% | +62.5% | +49.2% | +51.0% |
| 5Y | -27.5% | +136.2% | -163.7% | -58.5% |
| 10Y | +511.1% | +301.4% | +209.6% | +206.5% |
| All | +791.7% | +361.4% | +430.3% | +368.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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