-68.1%
RGTI vs AME
+21.1%
-89.2%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.6% | +5.7% | +6.2% |
| 7D | -9.6% | -4.4% | -5.1% | -5.2% |
| 30D | -26.0% | -5.9% | -20.1% | -20.9% |
| 3M | -35.8% | -6.5% | -29.2% | -30.7% |
| 6M | -36.7% | +3.2% | -39.9% | -37.9% |
| YTD | -49.4% | +16.0% | -65.4% | -58.1% |
| 1Y | -68.1% | +20.4% | -88.6% | -75.1% |
| All | -68.1% | +21.1% | -89.2% | -75.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling