-99.7%
AMIX vs RBRK
+142.7%
-242.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.6% | -2.5% |
| 7D | -13.7% | +0.7% | -14.4% | -13.9% |
| 30D | -62.1% | +10.4% | -72.5% | -64.8% |
| 3M | -46.2% | +21.6% | -67.8% | -51.8% |
| 6M | -46.4% | +70.7% | -117.1% | -52.5% |
| YTD | -60.3% | +22.5% | -82.7% | -65.0% |
| 1Y | -79.7% | +8.2% | -87.9% | -82.0% |
| All | -99.7% | +142.7% | -242.3% | -99.7% |
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 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