+104.2%
RKT vs ACM
-7.9%
+112.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.2% | -4.3% | -2.0% |
| 7D | +10.3% | +6.9% | +3.4% | +6.3% |
| 30D | +32.3% | +19.1% | +13.3% | +20.5% |
| 3M | +10.7% | -6.9% | +17.7% | +13.9% |
| 6M | -3.2% | -12.0% | +8.8% | +2.1% |
| YTD | -21.5% | -25.1% | +3.6% | -9.0% |
| 1Y | -6.0% | -45.4% | +39.4% | +32.0% |
| 3Y | +104.2% | -6.9% | +111.1% | +53.5% |
| All | +104.2% | -7.9% | +112.1% | +53.5% |
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