-26.7%
RIOT vs APD
+26.2%
-53.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.8% |
| 7D | +25.1% | -2.5% | +27.6% | +26.9% |
| 30D | +8.5% | -1.9% | +10.4% | +9.1% |
| 3M | -13.4% | +8.2% | -21.6% | -19.3% |
| 6M | +57.1% | +10.7% | +46.4% | +43.4% |
| YTD | +75.7% | +22.9% | +52.8% | +47.4% |
| 1Y | +65.6% | +5.8% | +59.8% | +53.1% |
| 3Y | +103.3% | +7.8% | +95.5% | +85.3% |
| 5Y | -26.7% | +26.1% | -52.9% | -51.0% |
| All | -26.7% | +26.2% | -53.0% | -51.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling