-84.1%
RIVN vs AUR
-36.0%
-48.1%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.6% |
| 7D | +1.8% | +1.4% | +0.4% | +1.4% |
| 30D | +0.6% | -6.4% | +7.0% | +2.1% |
| 3M | +3.2% | +7.7% | -4.6% | -0.3% |
| 6M | -3.7% | +44.5% | -48.2% | -16.8% |
| YTD | -18.7% | +67.4% | -86.1% | -33.3% |
| 1Y | +14.7% | +15.4% | -0.7% | +4.4% |
| 3Y | -31.5% | +94.8% | -126.4% | -59.7% |
| All | -84.1% | -36.0% | -48.1% | -89.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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