+64.5%
RBRK vs AFL
+15.5%
+49.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +2.5% |
| 7D | -12.5% | +2.9% | -15.4% | -11.6% |
| 30D | -3.0% | +11.5% | -14.5% | +0.4% |
| 3M | +46.9% | +0.6% | +46.3% | +46.2% |
| 6M | +105.4% | +11.7% | +93.7% | +110.8% |
| YTD | +55.6% | +15.4% | +40.2% | +60.1% |
| All | +64.5% | +15.5% | +49.0% | +71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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