-27.0%
RKT vs AME
+152.4%
-179.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.2% |
| 7D | -7.2% | 0.0% | -7.3% | -7.3% |
| 30D | -7.9% | -8.6% | +0.7% | -1.7% |
| 3M | +5.2% | +5.8% | -0.6% | +0.7% |
| 6M | -14.9% | +3.8% | -18.7% | -17.2% |
| YTD | -31.9% | +14.4% | -46.3% | -37.9% |
| 1Y | -36.9% | +25.8% | -62.7% | -46.3% |
| 3Y | +35.7% | +55.2% | -19.5% | -2.8% |
| 5Y | -9.7% | +85.5% | -95.2% | -45.2% |
| All | -27.0% | +152.4% | -179.4% | -67.0% |
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