+228.9%
AMD vs RBRK
+137.4%
+91.5%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -2.2% | +8.1% | +6.4% |
| 7D | +10.0% | +3.7% | +6.4% | +9.1% |
| 30D | +4.6% | +1.7% | +2.9% | +3.2% |
| 3M | +3.1% | +27.7% | -24.6% | -4.1% |
| 6M | +162.8% | +60.3% | +102.5% | +128.7% |
| YTD | +136.2% | +19.8% | +116.3% | +119.1% |
| 1Y | +234.0% | -4.2% | +238.2% | +223.5% |
| All | +228.9% | +137.4% | +91.5% | +145.1% |
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