+39.4%
RKT vs ACM
-22.3%
+61.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.1% | +0.3% | -1.1% |
| 7D | -1.0% | -3.7% | +2.7% | +1.1% |
| 30D | -2.4% | -12.7% | +10.3% | +4.2% |
| 3M | +1.9% | -9.8% | +11.7% | +6.7% |
| 6M | -13.9% | -31.4% | +17.5% | +6.0% |
| YTD | -30.6% | -32.1% | +1.5% | -14.5% |
| 1Y | -34.4% | -47.8% | +13.5% | -5.4% |
| All | +39.4% | -22.3% | +61.7% | +29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling