-28.0%
AMC vs RBRK
+130.3%
-158.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.2% | -4.1% |
| 7D | -7.1% | -3.5% | -3.6% | -6.6% |
| 30D | -1.7% | -8.3% | +6.6% | -0.5% |
| 3M | +13.5% | +24.7% | -11.2% | +7.9% |
| 6M | +112.6% | +58.9% | +53.7% | +94.3% |
| YTD | +51.3% | +16.3% | +35.0% | +44.1% |
| 1Y | -14.5% | +10.1% | -24.6% | -18.2% |
| All | -28.0% | +130.3% | -158.4% | -38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling