+485.8%
RIOT vs AWK
+132.0%
+353.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.0% | +2.8% |
| 7D | -1.5% | -2.1% | +0.6% | -1.1% |
| 30D | +5.7% | +2.1% | +3.6% | +5.2% |
| 3M | -17.9% | +11.4% | -29.2% | -19.9% |
| 6M | +45.0% | +3.9% | +41.1% | +43.0% |
| YTD | +69.5% | +7.7% | +61.8% | +65.3% |
| 1Y | +37.2% | +1.3% | +35.9% | +35.4% |
| 3Y | +111.7% | +7.2% | +104.6% | +98.2% |
| 5Y | -27.5% | -17.0% | -10.5% | -27.7% |
| All | +485.8% | +132.0% | +353.8% | +474.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling