-5.4%
RKT vs AGI
+243.7%
-249.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | -9.0% | -10.1% | +1.2% | -5.8% |
| 30D | +30.2% | -6.5% | +36.7% | +32.3% |
| 3M | -8.8% | -12.8% | +4.0% | -5.4% |
| 6M | -0.9% | -34.3% | +33.4% | +11.6% |
| YTD | -29.2% | -25.6% | -3.6% | -23.3% |
| 1Y | -20.1% | -14.2% | -5.8% | -16.6% |
| 3Y | +81.3% | +127.3% | -46.0% | +29.3% |
| All | -5.4% | +243.7% | -249.1% | -48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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