+16.0%
AA vs ROK
+25.3%
-9.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.3% | +3.1% |
| 7D | +0.9% | 0.0% | +0.9% | +0.9% |
| 30D | -6.4% | -2.5% | -4.0% | -5.2% |
| 3M | -13.0% | 0.0% | -13.0% | -13.1% |
| 6M | -34.6% | +11.6% | -46.2% | -39.5% |
| YTD | -23.0% | +15.2% | -38.2% | -32.2% |
| 1Y | +16.0% | +25.0% | -9.0% | -7.1% |
| All | +16.0% | +25.3% | -9.3% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 1y: compounded portfolio wealth divided by compounded ROK 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…
1y analysis · Full analysis span regression · 6 months rolling