-31.6%
RIVN vs AA
+82.1%
-113.7%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +0.9% | -0.4% |
| 7D | +2.5% | -0.6% | +3.2% | +2.7% |
| 30D | -2.3% | -1.6% | -0.8% | -2.0% |
| 3M | +1.7% | -29.8% | +31.6% | +13.6% |
| 6M | +0.9% | -16.6% | +17.5% | +5.3% |
| YTD | -18.8% | -4.0% | -14.8% | -20.0% |
| 1Y | +14.8% | +63.5% | -48.7% | -8.2% |
| All | -31.6% | +82.1% | -113.7% | -56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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