+39.2%
AEM vs RBRK
+6.4%
+32.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.8% | -1.3% |
| 7D | -0.5% | +0.7% | -1.2% | -0.6% |
| 30D | +24.0% | +10.4% | +13.6% | +22.5% |
| 3M | +16.1% | +21.6% | -5.6% | +13.9% |
| 6M | -11.6% | +70.7% | -82.3% | -15.7% |
| YTD | +21.5% | +22.5% | -0.9% | +17.6% |
| 1Y | +39.2% | +8.2% | +31.0% | +35.9% |
| All | +39.2% | +6.4% | +32.7% | +35.9% |
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