+824.5%
RIOT vs AME
+407.6%
+416.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +25.1% | +2.8% | +22.3% | +21.5% |
| 30D | +8.5% | -6.3% | +14.7% | +16.8% |
| 3M | -13.4% | +5.4% | -18.7% | -17.7% |
| 6M | +57.1% | +7.4% | +49.7% | +47.8% |
| YTD | +75.7% | +16.2% | +59.5% | +51.6% |
| 1Y | +65.6% | +26.8% | +38.8% | +27.9% |
| 3Y | +103.3% | +57.5% | +45.8% | +25.9% |
| 5Y | -26.7% | +84.8% | -111.6% | -59.4% |
| 10Y | +527.2% | +424.3% | +102.9% | +25.1% |
| All | +824.5% | +407.6% | +416.9% | +81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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