-54.8%
RIOT vs ALHC
-28.9%
-25.9%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.2% | +3.1% |
| 7D | +14.8% | -0.6% | +15.4% | +14.9% |
| 30D | +1.4% | -1.0% | +2.4% | +1.3% |
| 3M | -20.6% | -10.2% | -10.5% | -20.6% |
| 6M | +31.9% | -28.3% | +60.2% | +37.6% |
| YTD | +72.1% | -31.4% | +103.5% | +80.9% |
| 1Y | +65.7% | -16.9% | +82.6% | +64.6% |
| 3Y | +97.5% | +135.5% | -38.0% | +20.7% |
| 5Y | -36.7% | -33.6% | -3.1% | -50.6% |
| All | -54.8% | -28.9% | -25.9% | -70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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