+816.6%
RIOT vs AIG
+77.9%
+738.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.3% | -1.1% |
| 7D | +18.4% | -1.4% | +19.9% | +19.3% |
| 30D | +13.8% | -3.3% | +17.1% | +15.6% |
| 3M | -12.7% | +2.2% | -14.9% | -14.8% |
| 6M | +50.1% | -2.1% | +52.3% | +49.6% |
| YTD | +74.2% | -11.2% | +85.4% | +81.1% |
| 1Y | +45.1% | -2.1% | +47.2% | +42.1% |
| 3Y | +101.6% | +34.4% | +67.2% | +63.9% |
| 5Y | -29.6% | +53.7% | -83.3% | -45.9% |
| 10Y | +528.1% | +64.4% | +463.7% | +281.3% |
| All | +816.6% | +77.9% | +738.7% | +456.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling