-24.1%
RKT vs AME
+161.2%
-185.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.3% |
| 7D | -9.0% | +5.9% | -14.8% | -12.5% |
| 30D | +30.2% | -1.9% | +32.1% | +30.2% |
| 3M | -8.8% | -5.4% | -3.5% | -6.7% |
| 6M | -0.9% | +4.9% | -5.9% | -6.0% |
| YTD | -29.2% | +18.5% | -47.6% | -38.1% |
| 1Y | -20.1% | +25.5% | -45.5% | -32.9% |
| 3Y | +81.3% | +63.0% | +18.3% | +23.0% |
| 5Y | -6.6% | +78.3% | -84.9% | -43.7% |
| All | -24.1% | +161.2% | -185.4% | -67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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