+824.5%
RIOT vs AWK
+151.4%
+673.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.1% |
| 7D | +25.1% | +2.2% | +23.0% | +24.7% |
| 30D | +8.5% | +4.4% | +4.0% | +7.7% |
| 3M | -13.4% | +15.4% | -28.7% | -15.9% |
| 6M | +57.1% | +3.5% | +53.6% | +55.4% |
| YTD | +75.7% | +9.8% | +65.9% | +71.2% |
| 1Y | +65.6% | +3.0% | +62.6% | +63.2% |
| 3Y | +103.3% | +9.7% | +93.6% | +90.4% |
| 5Y | -26.7% | -17.2% | -9.6% | -27.1% |
| 10Y | +527.2% | +126.1% | +401.1% | +559.7% |
| All | +824.5% | +151.4% | +673.1% | +969.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling