+632.4%
RIOT vs ARMK
+131.1%
+501.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.6% | -2.6% |
| 7D | +20.8% | +7.1% | +13.7% | +16.7% |
| 30D | +7.0% | -1.6% | +8.6% | +8.1% |
| 3M | -12.3% | -10.5% | -1.7% | -6.9% |
| 6M | -27.3% | +11.8% | -39.0% | -31.5% |
| YTD | +40.7% | +47.3% | -6.5% | +14.3% |
| 1Y | +15.3% | +41.5% | -26.1% | -4.6% |
| 3Y | +72.1% | +95.3% | -23.2% | +20.9% |
| 5Y | -59.7% | +108.1% | -167.8% | -71.4% |
| All | +632.4% | +131.1% | +501.3% | +397.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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