-26.3%
APH vs RBRK
+6.4%
-32.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +0.7% | -48.5% | -47.8% |
| 7D | -48.7% | -12.5% | -36.2% | -48.2% |
| 30D | -51.9% | +10.4% | -62.4% | -52.6% |
| 3M | -43.6% | +21.6% | -65.2% | -44.8% |
| 6M | -37.5% | +70.7% | -108.2% | -41.1% |
| YTD | -38.6% | +22.5% | -61.1% | -40.9% |
| 1Y | -26.3% | +8.2% | -34.6% | -28.7% |
| All | -26.3% | +6.4% | -32.8% | -28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling