-27.0%
AA vs RBRK
+51.5%
-78.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.5% | +0.1% |
| 7D | -3.4% | -7.5% | +4.1% | -3.0% |
| 30D | -5.8% | -10.4% | +4.6% | -5.3% |
| 3M | -29.9% | +21.3% | -51.2% | -30.8% |
| 6M | -27.0% | +50.6% | -77.7% | -27.4% |
| All | -27.0% | +51.5% | -78.5% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 6mo: compounded portfolio wealth divided by compounded RBRK 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…
6mo analysis · Full analysis span regression · 6 months rolling