+54.7%
ADM vs RBRK
+124.5%
-69.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | -0.3% |
| 7D | +2.5% | -7.5% | +10.0% | +2.4% |
| 30D | +9.5% | -10.4% | +19.9% | +9.3% |
| 3M | +10.6% | +21.3% | -10.7% | +10.7% |
| 6M | +24.0% | +50.6% | -26.6% | +24.3% |
| YTD | +54.0% | +13.3% | +40.7% | +53.6% |
| 1Y | +45.3% | +11.2% | +34.1% | +45.0% |
| All | +54.7% | +124.5% | -69.7% | +52.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling