+63.9%
RBRK vs AMRZ
-11.5%
+75.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.2% | -3.1% | +1.6% |
| 7D | -12.5% | +10.3% | -22.8% | -13.6% |
| 30D | -3.0% | +18.7% | -21.7% | -5.2% |
| 3M | +46.9% | -14.6% | +61.6% | +50.7% |
| 6M | +105.4% | -12.9% | +118.3% | +107.1% |
| YTD | +55.6% | -17.4% | +72.9% | +52.1% |
| 1Y | +63.9% | -12.3% | +76.2% | +53.9% |
| All | +63.9% | -11.5% | +75.4% | +53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 1y: compounded portfolio wealth divided by compounded AMRZ 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…
1y analysis · Full analysis span regression · 6 months rolling