-27.1%
RKT vs AMCR
+6.5%
-33.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +1.0% |
| 7D | -6.3% | -6.3% | 0.0% | -2.0% |
| 30D | -6.2% | -7.8% | +1.6% | -1.0% |
| 3M | -1.9% | +7.5% | -9.4% | -6.3% |
| 6M | -13.0% | +2.7% | -15.7% | -14.5% |
| YTD | -31.9% | +6.0% | -38.0% | -35.6% |
| 1Y | -37.6% | +7.8% | -45.4% | -41.6% |
| 3Y | +36.8% | +5.8% | +31.0% | +27.4% |
| 5Y | -9.7% | -11.6% | +1.9% | -3.3% |
| All | -27.1% | +6.5% | -33.6% | -28.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling