+100,756.0%
AMAT vs ROK
+13,716.9%
+87,039.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.4% | +5.6% | +4.9% |
| 7D | -14.7% | -13.8% | -0.9% | -7.6% |
| 30D | -36.1% | -14.9% | -21.2% | -30.1% |
| 3M | -36.9% | -14.7% | -22.2% | -31.0% |
| 6M | -22.2% | -17.7% | -4.5% | -12.5% |
| YTD | +29.9% | -2.5% | +32.4% | +33.8% |
| 1Y | +43.3% | +2.3% | +41.0% | +44.2% |
| 3Y | +142.7% | +52.7% | +89.9% | +95.2% |
| 5Y | +126.2% | +20.5% | +105.7% | +104.0% |
| 10Y | +1,211.7% | +284.0% | +927.7% | +578.7% |
| All | +100,756.0% | +13,716.9% | +87,039.1% | +11,726.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling