-7.6%
RIOT vs AFRM
-25.0%
+17.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.5% | +4.6% | +1.8% |
| 7D | +18.4% | -8.0% | +26.5% | +23.1% |
| 30D | +13.8% | -9.8% | +23.5% | +18.4% |
| 3M | -12.7% | +4.7% | -17.4% | -15.9% |
| 6M | +50.1% | +34.1% | +16.0% | +27.9% |
| YTD | +74.2% | -8.4% | +82.6% | +75.7% |
| 1Y | +45.1% | -22.9% | +68.0% | +57.1% |
| 3Y | +101.6% | +203.3% | -101.7% | -1.0% |
| 5Y | -29.6% | -26.0% | -3.6% | -53.8% |
| All | -7.6% | -25.0% | +17.4% | -43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 10y: compounded portfolio wealth divided by compounded AFRM 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…
10y analysis · Full analysis span regression · 6 months rolling