-10.4%
RKT vs ACM
-46.6%
+36.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +2.9% | +5.7% | +7.4% |
| 7D | +29.7% | +9.5% | +20.2% | +25.1% |
| 30D | +28.5% | +14.7% | +13.8% | +21.7% |
| 3M | +6.4% | -9.5% | +15.9% | +9.0% |
| 6M | +7.1% | -18.0% | +25.2% | +13.9% |
| YTD | -22.5% | -27.3% | +4.8% | -12.4% |
| 1Y | -10.4% | -47.0% | +36.6% | +6.2% |
| All | -10.4% | -46.6% | +36.1% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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