-23.6%
RKT vs AFL
+277.5%
-301.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | 0.0% | -1.2% |
| 7D | +6.0% | -0.7% | +6.7% | +6.3% |
| 30D | +0.7% | -7.1% | +7.8% | +2.9% |
| 3M | +11.8% | +0.4% | +11.4% | +11.2% |
| 6M | -7.6% | +4.5% | -12.2% | -9.7% |
| YTD | -28.7% | +6.1% | -34.7% | -30.7% |
| 1Y | -32.6% | +10.6% | -43.1% | -35.6% |
| 3Y | +42.1% | +64.0% | -21.9% | +14.4% |
| 5Y | -7.2% | +133.7% | -140.9% | -35.8% |
| All | -23.6% | +277.5% | -301.1% | -57.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling