+53.9%
RGTI vs AME
+82.9%
-29.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -2.9% |
| 7D | +2.5% | +1.3% | +1.2% | +1.1% |
| 30D | -13.7% | -6.6% | -7.1% | -7.1% |
| 3M | -22.6% | +3.0% | -25.6% | -24.5% |
| 6M | -13.4% | +5.3% | -18.7% | -17.4% |
| YTD | -31.2% | +15.4% | -46.6% | -40.7% |
| 1Y | -7.6% | +26.8% | -34.5% | -27.6% |
| 3Y | +669.7% | +56.5% | +613.2% | +404.2% |
| 5Y | +57.0% | +85.2% | -28.2% | -8.7% |
| All | +53.9% | +82.9% | -29.0% | -10.4% |
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