+147.6%
RBRK vs AMDL
+280.5%
-132.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +11.7% | -13.9% | -3.6% |
| 7D | +3.7% | +19.9% | -16.3% | +1.2% |
| 30D | +1.7% | +6.3% | -4.5% | +0.4% |
| 3M | +27.7% | -9.9% | +37.6% | +24.8% |
| 6M | +60.3% | +394.3% | -334.0% | +15.0% |
| YTD | +19.8% | +257.3% | -237.5% | -12.0% |
| 1Y | -4.2% | +508.5% | -512.7% | -39.2% |
| All | +147.6% | +280.5% | -132.9% | +34.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling