-21.4%
ABT vs RBRK
+5.6%
-27.0%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.2% | -1.4% |
| 7D | -5.9% | -7.5% | +1.6% | -6.1% |
| 30D | -8.1% | -10.4% | +2.3% | -8.3% |
| 3M | +14.5% | +21.3% | -6.7% | +14.9% |
| 6M | -6.3% | +50.6% | -56.9% | -6.0% |
| YTD | -17.1% | +13.3% | -30.4% | -17.9% |
| 1Y | -21.4% | +11.2% | -32.6% | -22.4% |
| All | -21.4% | +5.6% | -27.0% | -22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling