+134.2%
RBRK vs AFL
+44.4%
+89.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.6% |
| 7D | -7.5% | -1.6% | -5.8% | -7.3% |
| 30D | -10.4% | -4.0% | -6.4% | -10.0% |
| 3M | +21.3% | -0.5% | +21.8% | +20.6% |
| 6M | +50.6% | +6.5% | +44.1% | +47.8% |
| YTD | +13.3% | +6.2% | +7.1% | +10.7% |
| 1Y | +11.2% | +8.3% | +3.0% | +7.7% |
| All | +134.2% | +44.4% | +89.7% | +85.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling