-36.9%
RKT vs AEM
+28.8%
-65.7%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -0.6% |
| 7D | -7.2% | -5.0% | -2.2% | -5.2% |
| 30D | -7.9% | +8.5% | -16.3% | -11.2% |
| 3M | +5.2% | +29.3% | -24.1% | -7.1% |
| 6M | -14.9% | -12.9% | -2.0% | -9.7% |
| YTD | -31.9% | +16.8% | -48.6% | -33.3% |
| 1Y | -36.9% | +29.8% | -66.7% | -41.8% |
| All | -36.9% | +28.8% | -65.7% | -41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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