+33.4%
AG vs RBRK
+62.9%
-29.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +2.1% | +7.0% | +8.8% |
| 7D | -2.6% | -12.5% | +9.9% | -0.2% |
| 30D | -12.1% | -3.0% | -9.1% | -11.6% |
| 3M | -6.6% | +46.9% | -53.5% | -13.8% |
| 6M | -20.5% | +105.4% | -125.9% | -31.2% |
| YTD | -7.4% | +55.6% | -63.0% | -17.3% |
| 1Y | +33.4% | +63.9% | -30.5% | +21.1% |
| All | +33.4% | +62.9% | -29.5% | +21.1% |
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