+485.8%
RIOT vs ALM
+2,589.2%
-2,103.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -6.5% | +9.0% | +3.2% |
| 7D | -1.5% | -11.8% | +10.3% | -0.2% |
| 30D | +5.7% | +7.8% | -2.1% | +4.8% |
| 3M | -17.9% | -9.3% | -8.6% | -17.3% |
| 6M | +45.0% | -30.5% | +75.4% | +48.9% |
| YTD | +69.5% | +75.8% | -6.4% | +61.9% |
| 1Y | +37.2% | +241.2% | -204.0% | +24.5% |
| 3Y | +111.7% | +1,872.6% | -1,760.9% | +61.6% |
| 5Y | -27.5% | +849.6% | -877.1% | -42.6% |
| All | +485.8% | +2,589.2% | -2,103.5% | +426.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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