-7.2%
RKT vs AME
+85.0%
-92.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +6.0% | +2.8% | +3.2% | +3.7% |
| 30D | +0.7% | -6.3% | +6.9% | +5.8% |
| 3M | +11.8% | +5.4% | +6.4% | +7.0% |
| 6M | -7.6% | +7.4% | -15.1% | -12.7% |
| YTD | -28.7% | +16.2% | -44.8% | -36.3% |
| 1Y | -32.6% | +26.8% | -59.4% | -43.9% |
| 3Y | +42.1% | +57.5% | -15.4% | -3.7% |
| 5Y | -7.2% | +84.8% | -92.0% | -49.4% |
| All | -7.2% | +85.0% | -92.2% | -49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling