-23.6%
RKT vs AMCR
+8.2%
-31.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.8% |
| 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% | +12.7% | -45.3% | -38.8% |
| 3Y | +42.1% | +9.6% | +32.5% | +29.1% |
| 5Y | -7.2% | -10.3% | +3.2% | -1.6% |
| All | -23.6% | +8.2% | -31.8% | -26.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling