0.0%
ABT vs RBRK
+124.5%
-124.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.2% | -1.4% |
| 7D | -5.9% | -7.5% | +1.6% | -5.9% |
| 30D | -8.1% | -10.4% | +2.3% | -8.1% |
| 3M | +14.5% | +21.3% | -6.7% | +14.5% |
| 6M | -6.3% | +50.6% | -56.9% | -6.4% |
| YTD | -17.1% | +13.3% | -30.4% | -17.2% |
| 1Y | -21.4% | +11.2% | -32.6% | -21.5% |
| All | 0.0% | +124.5% | -124.5% | -2.7% |
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