+63.9%
RBRK vs AMDL
+108.7%
-44.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.5% | +2.0% |
| 7D | -12.5% | -30.7% | +18.2% | -10.1% |
| 30D | -3.0% | -43.8% | +40.8% | +0.7% |
| 3M | +46.9% | -24.5% | +71.4% | +49.0% |
| 6M | +105.4% | +44.7% | +60.7% | +91.3% |
| YTD | +55.6% | +204.0% | -148.4% | +24.7% |
| 1Y | +63.9% | +109.1% | -45.2% | +34.8% |
| All | +63.9% | +108.7% | -44.8% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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