+219.4%
AEM vs RBRK
+124.5%
+94.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.5% | +4.4% | +2.1% |
| 7D | -2.1% | -7.5% | +5.4% | -1.4% |
| 30D | +8.4% | -10.4% | +18.9% | +9.4% |
| 3M | +27.3% | +21.3% | +6.0% | +24.5% |
| 6M | -9.7% | +50.6% | -60.3% | -13.6% |
| YTD | +19.0% | +13.3% | +5.7% | +16.2% |
| 1Y | +31.5% | +11.2% | +20.2% | +28.2% |
| All | +219.4% | +124.5% | +94.9% | +182.6% |
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