+140.3%
RBRK vs AMDL
+276.6%
-136.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.7% | +6.8% | +0.9% |
| 7D | -3.5% | +20.7% | -24.2% | -5.9% |
| 30D | -8.3% | +9.4% | -17.7% | -9.8% |
| 3M | +24.7% | +5.6% | +19.0% | +19.1% |
| 6M | +58.9% | +340.3% | -281.4% | +16.2% |
| YTD | +16.3% | +253.6% | -237.4% | -14.6% |
| 1Y | +10.1% | +443.4% | -433.2% | -28.4% |
| All | +140.3% | +276.6% | -136.3% | +30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling