-7.4%
RKT vs AEM
-7.2%
-0.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -4.1% | -1.0% | -3.7% |
| 7D | -7.5% | -5.6% | -1.9% | -5.6% |
| 30D | +26.6% | -3.9% | +30.5% | +27.3% |
| 3M | -2.4% | -3.4% | +1.0% | -1.5% |
| 6M | -7.4% | -9.0% | +1.7% | +5.4% |
| All | -7.4% | -7.2% | -0.2% | +5.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling