-23.6%
RKT vs AMCR
+11.6%
-35.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -0.6% |
| 7D | +6.0% | -1.8% | +7.8% | +7.3% |
| 30D | +0.7% | -6.0% | +6.7% | +4.9% |
| 3M | +11.8% | +18.9% | -7.1% | 0.0% |
| 6M | -7.6% | +5.7% | -13.3% | -11.1% |
| YTD | -28.7% | +11.1% | -39.8% | -34.6% |
| 1Y | -32.6% | +14.4% | -47.0% | -39.5% |
| 3Y | +42.1% | +13.0% | +29.1% | +26.5% |
| 5Y | -7.2% | -7.5% | +0.4% | -3.6% |
| All | -23.6% | +11.6% | -35.2% | -27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling