+134.4%
AMAT vs RBRK
+130.3%
+4.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.2% |
| 7D | +4.2% | -3.5% | +7.7% | +4.8% |
| 30D | -13.5% | -8.3% | -5.3% | -12.5% |
| 3M | -8.6% | +24.7% | -33.2% | -13.1% |
| 6M | +31.6% | +58.9% | -27.3% | +17.9% |
| YTD | +77.3% | +16.3% | +61.0% | +69.3% |
| 1Y | +179.4% | +10.1% | +169.2% | +168.2% |
| All | +134.4% | +130.3% | +4.1% | +74.9% |
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 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