+66.9%
AMAT vs ROK
+4.7%
+62.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.3% |
| 7D | +11.4% | +7.1% | +4.3% | +4.0% |
| 30D | -17.0% | -5.0% | -12.1% | -12.3% |
| 3M | -30.6% | -9.4% | -21.2% | -22.9% |
| 6M | -14.9% | -11.0% | -3.9% | -2.7% |
| YTD | +44.7% | +4.4% | +40.2% | +36.2% |
| 1Y | +66.9% | +7.4% | +59.5% | +52.1% |
| All | +66.9% | +4.7% | +62.2% | +52.1% |
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