-59.7%
RIOT vs ARMK
+106.6%
-166.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.6% | -2.6% |
| 7D | +20.8% | +7.1% | +13.7% | +13.2% |
| 30D | +7.0% | -1.6% | +8.6% | +8.7% |
| 3M | -12.3% | -10.5% | -1.7% | -2.4% |
| 6M | -27.3% | +11.8% | -39.0% | -35.8% |
| YTD | +40.7% | +47.3% | -6.5% | -7.6% |
| 1Y | +15.3% | +41.5% | -26.1% | -21.6% |
| 3Y | +72.1% | +95.3% | -23.2% | -24.0% |
| 5Y | -59.7% | +108.1% | -167.8% | -85.3% |
| All | -59.7% | +106.6% | -166.2% | -85.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling