+770.1%
RIOT vs AMCR
+32.8%
+737.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.3% | -4.8% | -4.9% |
| 7D | -0.9% | -5.0% | +4.1% | +2.2% |
| 30D | +3.5% | -8.0% | +11.5% | +8.5% |
| 3M | -13.0% | +14.3% | -27.3% | -21.4% |
| 6M | +43.1% | +5.3% | +37.8% | +36.9% |
| YTD | +65.4% | +7.7% | +57.6% | +53.4% |
| 1Y | +27.7% | +10.8% | +16.9% | +15.3% |
| 3Y | +91.3% | +9.6% | +81.7% | +69.1% |
| 5Y | -29.3% | -10.2% | -19.1% | -25.8% |
| 10Y | +496.3% | +16.5% | +479.8% | +389.7% |
| All | +770.1% | +32.8% | +737.3% | +631.5% |
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