-63.0%
RIOT vs ALHC
-60.6%
-2.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.5% | 0.0% | -1.8% |
| 7D | +20.8% | -0.8% | +21.6% | +20.9% |
| 30D | +7.0% | -9.6% | +16.6% | +9.8% |
| 3M | -12.3% | -44.5% | +32.3% | -0.1% |
| 6M | -27.3% | -59.2% | +31.9% | -12.9% |
| YTD | +40.7% | -62.0% | +102.8% | +68.9% |
| 1Y | +15.3% | -54.8% | +70.1% | +31.2% |
| 3Y | +72.1% | +25.0% | +47.1% | +24.8% |
| 5Y | -59.7% | -65.3% | +5.7% | -63.3% |
| All | -63.0% | -60.6% | -2.4% | -72.5% |
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