+1.7%
RKT vs AMT
-20.2%
+21.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.7% | +4.3% | +3.4% |
| 7D | +17.7% | +0.5% | +17.1% | +17.3% |
| 30D | +31.6% | +13.6% | +18.0% | +20.3% |
| 3M | +13.9% | +11.5% | +2.5% | +5.4% |
| 6M | +2.8% | +6.9% | -4.1% | -3.8% |
| YTD | -22.2% | +10.8% | -33.0% | -29.5% |
| 1Y | -3.5% | +10.3% | -13.8% | -12.4% |
| 3Y | +95.3% | +12.4% | +82.9% | +70.2% |
| All | +1.7% | -20.2% | +21.9% | +7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling