-6.7%
AXP vs RBRK
+62.9%
-69.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.1% | 0.0% | +2.0% |
| 7D | +4.6% | -12.5% | +17.1% | +5.5% |
| 30D | +9.7% | -3.0% | +12.7% | +9.8% |
| 3M | -3.8% | +46.9% | -50.7% | -7.2% |
| 6M | +4.8% | +105.4% | -100.6% | -2.6% |
| YTD | -9.1% | +55.6% | -64.7% | -16.4% |
| 1Y | -6.7% | +63.9% | -70.6% | -14.2% |
| All | -6.7% | +62.9% | -69.6% | -14.2% |
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