+170.1%
AMAT vs ROK
+64.8%
+105.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.3% | +3.8% | +4.4% |
| 7D | +7.0% | -8.5% | +15.4% | +14.5% |
| 30D | -20.6% | -6.4% | -14.2% | -16.1% |
| 3M | -24.8% | -8.8% | -15.9% | -18.9% |
| 6M | -10.7% | -10.5% | -0.2% | -1.6% |
| YTD | +54.3% | +5.4% | +48.9% | +53.0% |
| 1Y | +73.7% | +5.0% | +68.7% | +72.9% |
| All | +170.1% | +64.8% | +105.3% | +101.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling