+61.4%
AMAT vs RBRK
+62.9%
-1.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.1% | -5.4% | -3.4% |
| 7D | -11.2% | -12.5% | +1.3% | -10.6% |
| 30D | -31.9% | -3.0% | -28.9% | -31.7% |
| 3M | -32.3% | +46.9% | -79.3% | -32.7% |
| 6M | -5.4% | +105.4% | -110.8% | -7.4% |
| YTD | +44.3% | +55.6% | -11.3% | +46.2% |
| 1Y | +61.4% | +63.9% | -2.5% | +66.5% |
| All | +61.4% | +62.9% | -1.5% | +66.5% |
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 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