+247.3%
AMD vs RBRK
+184.7%
+62.7%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.5% | -8.3% | -8.6% |
| 7D | +18.9% | +3.9% | +15.0% | +17.9% |
| 30D | -6.4% | -3.5% | -2.9% | -4.8% |
| 3M | +10.6% | +4.6% | +6.0% | +9.8% |
| 6M | +19.9% | +84.7% | -64.9% | +2.9% |
| YTD | +149.4% | +43.7% | +105.7% | +124.2% |
| 1Y | +115.4% | +55.8% | +59.5% | +88.6% |
| All | +247.3% | +184.7% | +62.7% | +150.7% |
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