-84.1%
RIVN vs ALC
-19.0%
-65.1%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.5% |
| 7D | +1.8% | -6.3% | +8.2% | +7.0% |
| 30D | +0.6% | -10.3% | +10.9% | +9.3% |
| 3M | +3.2% | -0.7% | +3.9% | +3.1% |
| 6M | -3.7% | -17.8% | +14.1% | +10.8% |
| YTD | -18.7% | -15.8% | -2.9% | -9.0% |
| 1Y | +14.7% | -16.7% | +31.5% | +29.1% |
| 3Y | -31.5% | -19.7% | -11.8% | -24.5% |
| All | -84.1% | -19.0% | -65.1% | -81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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