+791.7%
RIOT vs AMCR
+30.7%
+761.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.6% | +4.1% | +3.4% |
| 7D | -1.5% | -6.3% | +4.8% | +2.4% |
| 30D | +5.7% | -7.8% | +13.5% | +10.6% |
| 3M | -17.9% | +7.5% | -25.4% | -23.0% |
| 6M | +45.0% | +2.7% | +42.3% | +40.8% |
| YTD | +69.5% | +6.0% | +63.4% | +58.7% |
| 1Y | +37.2% | +7.8% | +29.4% | +26.0% |
| 3Y | +111.7% | +5.8% | +105.9% | +91.7% |
| 5Y | -27.5% | -11.6% | -15.9% | -23.2% |
| 10Y | +511.1% | +14.6% | +496.4% | +406.5% |
| All | +791.7% | +30.7% | +761.0% | +656.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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