-35.9%
APP vs RBRK
+6.4%
-42.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.6% | +1.7% |
| 7D | +0.9% | +0.7% | +0.2% | +0.5% |
| 30D | -23.3% | +10.4% | -33.7% | -27.4% |
| 3M | -42.6% | +21.6% | -64.3% | -48.1% |
| 6M | -33.6% | +70.7% | -104.3% | -48.4% |
| YTD | -52.4% | +22.5% | -74.9% | -60.7% |
| 1Y | -35.9% | +8.2% | -44.1% | -46.4% |
| All | -35.9% | +6.4% | -42.3% | -46.4% |
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