+294.8%
RIOT vs BAM
+88.1%
+206.6%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.7% | +3.7% |
| 7D | +29.0% | +5.0% | +24.0% | +23.1% |
| 30D | +7.1% | +16.6% | -9.5% | -9.9% |
| 3M | -6.8% | +2.2% | -9.0% | -10.5% |
| 6M | -24.9% | +9.7% | -34.6% | -34.3% |
| YTD | +42.7% | +5.2% | +37.5% | +30.3% |
| 1Y | +4.4% | +3.9% | +0.5% | -3.1% |
| 3Y | +74.5% | +91.5% | -17.0% | -8.5% |
| All | +294.8% | +88.1% | +206.6% | +97.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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