-22.0%
AMC vs RBRK
+137.4%
-159.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.2% | -1.2% | -3.1% |
| 7D | -0.8% | +3.7% | -4.4% | -1.4% |
| 30D | -1.2% | +1.7% | -2.9% | -1.7% |
| 3M | +42.2% | +27.7% | +14.5% | +34.8% |
| 6M | +118.8% | +60.3% | +58.5% | +99.6% |
| YTD | +64.1% | +19.8% | +44.3% | +55.6% |
| 1Y | -9.5% | -4.2% | -5.4% | -12.1% |
| All | -22.0% | +137.4% | -159.3% | -33.9% |
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 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