+179.7%
APH vs RBRK
+137.4%
+42.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +0.9% | -0.9% |
| 7D | +0.2% | +3.7% | -3.4% | -0.4% |
| 30D | -3.3% | +1.7% | -5.1% | -4.2% |
| 3M | +14.0% | +27.7% | -13.7% | +8.2% |
| 6M | +24.4% | +60.3% | -35.8% | +12.3% |
| YTD | +21.4% | +19.8% | +1.6% | +15.0% |
| 1Y | +48.9% | -4.2% | +53.1% | +45.9% |
| All | +179.7% | +137.4% | +42.3% | +125.6% |
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