+11.2%
RBRK vs AMBA
-19.2%
+30.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | -7.5% | +7.9% | -15.4% | -8.6% |
| 30D | -10.4% | -18.8% | +8.3% | -7.6% |
| 3M | +21.3% | +3.1% | +18.1% | +17.7% |
| 6M | +50.6% | +25.7% | +25.0% | +28.1% |
| YTD | +13.3% | -4.2% | +17.5% | +3.2% |
| 1Y | +11.2% | -18.4% | +29.6% | +5.5% |
| All | +11.2% | -19.2% | +30.4% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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