+106.6%
RIOT vs AWK
+9.5%
+97.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.3% | -4.7% | -5.2% |
| 7D | -0.9% | -0.7% | -0.2% | -1.2% |
| 30D | +3.5% | +2.8% | +0.7% | +4.6% |
| 3M | -13.0% | +11.3% | -24.3% | -9.3% |
| 6M | +43.1% | +6.7% | +36.4% | +48.4% |
| YTD | +65.4% | +9.4% | +56.0% | +73.0% |
| 1Y | +27.7% | +3.7% | +24.0% | +33.0% |
| All | +106.6% | +9.5% | +97.1% | +109.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling