+1,591.4%
AMAT vs ROK
+347.3%
+1,244.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.3% | +3.0% | +3.4% |
| 7D | -1.5% | +0.7% | -2.2% | -2.0% |
| 30D | -14.8% | -3.3% | -11.5% | -12.7% |
| 3M | -9.3% | -5.9% | -3.4% | -4.5% |
| 6M | +27.4% | +13.9% | +13.5% | +17.9% |
| YTD | +77.6% | +12.6% | +65.0% | +64.8% |
| 1Y | +188.9% | +28.6% | +160.3% | +145.2% |
| 3Y | +202.3% | +45.1% | +157.2% | +126.1% |
| 5Y | +248.9% | +45.6% | +203.3% | +154.1% |
| All | +1,591.4% | +347.3% | +1,244.2% | +536.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling