-31.5%
RIVN vs AWK
+7.8%
-39.3%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.3% |
| 7D | +1.8% | -2.1% | +4.0% | +2.4% |
| 30D | +0.6% | +2.1% | -1.4% | 0.0% |
| 3M | +3.2% | +11.4% | -8.2% | -0.3% |
| 6M | -3.7% | +3.9% | -7.6% | -5.3% |
| YTD | -18.7% | +7.7% | -26.4% | -21.3% |
| 1Y | +14.7% | +1.3% | +13.4% | +13.1% |
| 3Y | -31.5% | +7.2% | -38.7% | -37.8% |
| All | -31.5% | +7.8% | -39.3% | -37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling