-84.4%
RIVN vs ALM
+969.7%
-1,054.1%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.9% |
| 7D | -2.1% | -2.6% | +0.6% | -1.8% |
| 30D | +1.2% | +32.0% | -30.8% | -1.4% |
| 3M | -13.1% | -15.0% | +1.9% | -12.6% |
| 6M | +5.5% | -10.1% | +15.6% | +5.1% |
| YTD | -20.1% | +99.4% | -119.6% | -24.2% |
| 1Y | +14.9% | +316.4% | -301.5% | +5.2% |
| 3Y | -32.5% | +2,022.0% | -2,054.5% | -44.8% |
| All | -84.4% | +969.7% | -1,054.1% | -87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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