+144.1%
AMAT vs RBRK
+137.4%
+6.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.2% | +6.2% | +4.4% |
| 7D | +7.0% | +3.7% | +3.3% | +6.3% |
| 30D | -12.2% | +1.7% | -13.9% | -12.9% |
| 3M | -3.8% | +27.7% | -31.6% | -9.0% |
| 6M | +45.9% | +60.3% | -14.3% | +30.7% |
| YTD | +84.6% | +19.8% | +64.8% | +75.3% |
| 1Y | +193.4% | -4.2% | +197.5% | +190.4% |
| All | +144.1% | +137.4% | +6.7% | +81.2% |
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