+42.1%
RKT vs AME
+55.3%
-13.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +6.0% | +2.8% | +3.2% | +4.0% |
| 30D | +0.7% | -6.3% | +6.9% | +5.2% |
| 3M | +11.8% | +5.4% | +6.4% | +7.5% |
| 6M | -7.6% | +7.4% | -15.1% | -12.2% |
| YTD | -28.7% | +16.2% | -44.8% | -35.1% |
| 1Y | -32.6% | +26.8% | -59.4% | -41.9% |
| 3Y | +42.1% | +57.5% | -15.4% | -8.0% |
| All | +42.1% | +55.3% | -13.2% | -8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling