-27.3%
RIOT vs ARMK
+6.3%
-33.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.6% | -2.6% |
| 7D | +20.8% | +7.1% | +13.7% | +15.2% |
| 30D | +7.0% | -1.6% | +8.6% | +7.5% |
| 3M | -12.3% | -10.5% | -1.7% | -7.3% |
| 6M | -27.3% | +11.8% | -39.0% | -32.9% |
| All | -27.3% | +6.3% | -33.5% | -32.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling