-9.7%
RKT vs AMCR
-9.6%
-0.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.6% |
| 7D | -7.2% | -5.0% | -2.3% | -3.7% |
| 30D | -7.9% | -8.0% | +0.1% | -2.3% |
| 3M | +5.2% | +14.3% | -9.1% | -4.1% |
| 6M | -14.9% | +5.3% | -20.2% | -18.0% |
| YTD | -31.9% | +7.7% | -39.6% | -36.7% |
| 1Y | -36.9% | +10.8% | -47.7% | -42.7% |
| 3Y | +35.7% | +9.6% | +26.1% | +20.6% |
| 5Y | -9.7% | -10.2% | +0.5% | -2.0% |
| All | -9.7% | -9.6% | -0.1% | -2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling