-22.2%
RKT vs AIG
+190.0%
-212.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.9% |
| 7D | +2.1% | -0.9% | +3.0% | +2.4% |
| 30D | +1.4% | -4.9% | +6.3% | +2.9% |
| 3M | +6.3% | +4.5% | +1.8% | +4.5% |
| 6M | -15.5% | -1.4% | -14.0% | -15.4% |
| YTD | -27.4% | -9.8% | -17.6% | -25.6% |
| 1Y | -26.6% | -4.5% | -22.1% | -26.5% |
| 3Y | +41.2% | +37.4% | +3.8% | +23.1% |
| 5Y | -6.4% | +55.0% | -61.4% | -22.2% |
| All | -22.2% | +190.0% | -212.2% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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