+594.0%
RIOT vs AMBA
+33.0%
+561.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +6.1% | +7.1% | +9.8% |
| 7D | +30.4% | -7.2% | +37.7% | +36.1% |
| 30D | -9.9% | -10.4% | +0.5% | -4.0% |
| 3M | -21.2% | -30.1% | +8.9% | -5.3% |
| 6M | -29.5% | -22.4% | -7.1% | -27.3% |
| YTD | +31.9% | -17.3% | +49.2% | +30.8% |
| 1Y | -3.6% | -35.4% | +31.8% | +7.7% |
| 3Y | +51.8% | +18.6% | +33.2% | +7.5% |
| 5Y | -46.9% | -69.8% | +22.9% | -24.0% |
| 10Y | +677.5% | +1.1% | +676.4% | +445.9% |
| All | +594.0% | +33.0% | +561.0% | +413.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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