-20.1%
RKT vs AMT
-9.9%
-10.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | -3.8% | -2.4% | -1.4% | -2.5% |
| 30D | +32.8% | +4.2% | +28.6% | +29.5% |
| 3M | +0.8% | +13.4% | -12.6% | -7.0% |
| 6M | -2.6% | +9.4% | -12.0% | -9.5% |
| YTD | -25.4% | +11.7% | -37.1% | -32.0% |
| 1Y | -19.1% | +7.1% | -26.2% | -24.3% |
| 3Y | +83.2% | +15.1% | +68.1% | +61.4% |
| 5Y | +0.8% | -17.9% | +18.7% | +4.0% |
| All | -20.1% | -9.9% | -10.2% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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