-16.0%
RKT vs AME
+157.1%
-173.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.2% | -3.3% | -1.9% |
| 7D | +10.3% | -1.5% | +11.8% | +10.7% |
| 30D | +32.3% | -4.2% | +36.5% | +34.5% |
| 3M | +10.7% | -5.9% | +16.7% | +13.7% |
| 6M | -3.2% | +2.8% | -6.0% | -6.9% |
| YTD | -21.5% | +16.6% | -38.1% | -30.7% |
| 1Y | -6.0% | +22.1% | -28.1% | -19.6% |
| 3Y | +104.2% | +64.7% | +39.5% | +37.2% |
| 5Y | +2.5% | +76.6% | -74.1% | -37.7% |
| All | -16.0% | +157.1% | -173.0% | -63.2% |
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