-25.7%
RKT vs ACM
+73.6%
-99.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.1% | +0.3% | -1.3% |
| 7D | -1.0% | -3.7% | +2.7% | +0.9% |
| 30D | -2.4% | -12.7% | +10.3% | +3.4% |
| 3M | +1.9% | -9.8% | +11.7% | +6.3% |
| 6M | -13.9% | -31.4% | +17.5% | +2.6% |
| YTD | -30.6% | -32.1% | +1.5% | -17.2% |
| 1Y | -34.4% | -47.8% | +13.5% | -11.2% |
| 3Y | +38.2% | -22.1% | +60.3% | +50.8% |
| 5Y | -9.7% | +1.8% | -11.4% | -9.4% |
| All | -25.7% | +73.6% | -99.2% | -47.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling