-22.2%
RKT vs AME
+156.1%
-178.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -2.2% |
| 7D | +2.1% | +0.6% | +1.5% | +1.7% |
| 30D | +1.4% | -6.7% | +8.1% | +6.7% |
| 3M | +6.3% | +4.1% | +2.2% | +3.1% |
| 6M | -15.5% | +1.6% | -17.0% | -16.4% |
| YTD | -27.4% | +16.1% | -43.5% | -34.6% |
| 1Y | -26.6% | +27.3% | -53.9% | -38.1% |
| 3Y | +41.2% | +50.9% | -9.6% | +3.4% |
| 5Y | -6.4% | +81.4% | -87.8% | -42.8% |
| All | -22.2% | +156.1% | -178.3% | -65.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling