+652.2%
RGTI vs AME
+59.6%
+592.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.3% | -2.5% | -3.4% |
| 7D | +0.5% | +1.7% | -1.3% | -1.8% |
| 30D | -17.1% | -6.4% | -10.7% | -9.9% |
| 3M | -26.0% | +7.1% | -33.1% | -31.7% |
| 6M | -9.9% | +8.2% | -18.0% | -17.9% |
| YTD | -31.1% | +18.2% | -49.2% | -44.6% |
| 1Y | -8.5% | +26.7% | -35.3% | -32.7% |
| 3Y | +652.2% | +60.7% | +591.5% | +291.5% |
| All | +652.2% | +59.6% | +592.6% | +291.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling