-20.3%
RIOT vs AWK
+20.7%
-40.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.2% | +7.4% | +11.7% |
| 7D | +6.4% | +7.0% | -0.7% | +13.9% |
| 30D | -20.4% | +17.0% | -37.5% | -7.0% |
| 3M | -28.7% | +12.4% | -41.1% | -19.4% |
| 6M | -17.7% | +19.6% | -37.3% | 0.0% |
| YTD | +21.3% | +17.0% | +4.3% | +47.4% |
| 1Y | -20.3% | +20.0% | -40.3% | -1.1% |
| All | -20.3% | +20.7% | -40.9% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 1y: compounded portfolio wealth divided by compounded AWK 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…
1y analysis · Full analysis span regression · 6 months rolling