-22.2%
RKT vs ACM
+80.5%
-102.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -0.9% |
| 7D | +2.1% | -3.7% | +5.9% | +4.1% |
| 30D | +1.4% | -11.1% | +12.6% | +6.6% |
| 3M | +6.3% | -8.0% | +14.3% | +9.8% |
| 6M | -15.5% | -29.7% | +14.2% | -0.5% |
| YTD | -27.4% | -29.4% | +2.0% | -14.9% |
| 1Y | -26.6% | -46.4% | +19.9% | -1.9% |
| 3Y | +41.2% | -22.3% | +63.6% | +54.0% |
| 5Y | -6.4% | +4.5% | -10.9% | -7.9% |
| All | -22.2% | +80.5% | -102.7% | -45.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling