+805.4%
RIOT vs APD
+188.5%
+616.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.8% |
| 7D | +14.8% | -2.2% | +17.0% | +16.4% |
| 30D | +1.4% | +2.1% | -0.7% | -0.7% |
| 3M | -20.6% | +7.2% | -27.8% | -25.8% |
| 6M | +31.9% | +11.2% | +20.6% | +19.6% |
| YTD | +72.1% | +24.4% | +47.7% | +42.5% |
| 1Y | +65.7% | +6.7% | +59.0% | +50.6% |
| 3Y | +97.5% | +9.2% | +88.2% | +73.7% |
| 5Y | -36.7% | +27.4% | -64.0% | -51.0% |
| 10Y | +550.1% | +164.8% | +385.3% | +198.0% |
| All | +805.4% | +188.5% | +616.9% | +278.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling