+632.4%
RIOT vs APD
+191.6%
+440.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.7% |
| 7D | +20.8% | +2.2% | +18.6% | +19.0% |
| 30D | +7.0% | +9.4% | -2.5% | +0.3% |
| 3M | -12.3% | +4.7% | -16.9% | -15.8% |
| 6M | -27.3% | +5.5% | -32.7% | -31.5% |
| YTD | +40.7% | +31.4% | +9.3% | +11.8% |
| 1Y | +15.3% | +24.1% | -8.8% | -5.5% |
| 3Y | +72.1% | +28.8% | +43.3% | +35.3% |
| 5Y | -59.7% | +15.8% | -75.4% | -66.6% |
| All | +632.4% | +191.6% | +440.8% | +304.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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