+58.9%
RBRK vs AME
+4.4%
+54.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.2% |
| 7D | -3.5% | 0.0% | -3.5% | -3.5% |
| 30D | -8.3% | -8.6% | +0.3% | -8.3% |
| 3M | +24.7% | +5.8% | +18.9% | +27.7% |
| 6M | +58.9% | +3.8% | +55.1% | +57.9% |
| All | +58.9% | +4.4% | +54.5% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 6mo: compounded portfolio wealth divided by compounded AME 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…
6mo analysis · Full analysis span regression · 6 months rolling