+134.2%
RBRK vs AMDL
+295.0%
-160.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.9% | -7.4% | -3.1% |
| 7D | -7.5% | +15.9% | -23.4% | -9.4% |
| 30D | -10.4% | +10.5% | -20.9% | -12.0% |
| 3M | +21.3% | -4.7% | +26.0% | +17.8% |
| 6M | +50.6% | +355.2% | -304.5% | +9.8% |
| YTD | +13.3% | +270.9% | -257.6% | -17.3% |
| 1Y | +11.2% | +499.5% | -488.2% | -28.9% |
| All | +134.2% | +295.0% | -160.8% | +26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling