-9.7%
RKT vs AFL
+131.0%
-140.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | -7.2% | -3.3% | -4.0% | -6.1% |
| 30D | -7.9% | -5.0% | -2.9% | -6.3% |
| 3M | +5.2% | -1.8% | +6.9% | +5.3% |
| 6M | -14.9% | +4.8% | -19.7% | -17.3% |
| YTD | -31.9% | +5.4% | -37.3% | -34.1% |
| 1Y | -36.9% | +9.0% | -45.9% | -40.0% |
| 3Y | +35.7% | +63.0% | -27.3% | +1.9% |
| 5Y | -9.7% | +134.5% | -144.2% | -49.4% |
| All | -9.7% | +131.0% | -140.6% | -49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 5y: compounded portfolio wealth divided by compounded AFL 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…
5y analysis · Full analysis span regression · 6 months rolling