+111.7%
RIOT vs AIG
+33.9%
+77.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +2.4% |
| 7D | -1.5% | -1.2% | -0.4% | -1.2% |
| 30D | +5.7% | -1.1% | +6.7% | +5.9% |
| 3M | -17.9% | +0.7% | -18.5% | -19.0% |
| 6M | +45.0% | -2.2% | +47.1% | +44.4% |
| YTD | +69.5% | -10.8% | +80.3% | +76.7% |
| 1Y | +37.2% | -2.0% | +39.2% | +34.4% |
| 3Y | +111.7% | +34.8% | +76.9% | +43.9% |
| All | +111.7% | +33.9% | +77.8% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 3y: compounded portfolio wealth divided by compounded AIG 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…
3y analysis · Full analysis span regression · 6 months rolling