+134.2%
RBRK vs AME
+38.5%
+95.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.3% | -5.8% | -4.2% |
| 7D | -7.5% | +1.7% | -9.2% | -8.4% |
| 30D | -10.4% | -6.4% | -4.0% | -7.3% |
| 3M | +21.3% | +7.1% | +14.2% | +16.9% |
| 6M | +50.6% | +8.2% | +42.5% | +42.3% |
| YTD | +13.3% | +18.2% | -4.9% | 0.0% |
| 1Y | +11.2% | +26.7% | -15.5% | -6.6% |
| All | +134.2% | +38.5% | +95.6% | +72.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling