+37.9%
AA vs RBRK
+130.3%
-92.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.1% | -4.9% | -4.8% |
| 7D | -5.4% | -3.5% | -1.9% | -4.9% |
| 30D | -10.7% | -8.3% | -2.4% | -9.9% |
| 3M | -26.2% | +24.7% | -50.8% | -29.7% |
| 6M | -20.9% | +58.9% | -79.9% | -28.5% |
| YTD | -8.6% | +16.3% | -24.9% | -12.9% |
| 1Y | +57.4% | +10.1% | +47.2% | +50.5% |
| All | +37.9% | +130.3% | -92.4% | +12.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling