-99.9%
AMIX vs ROK
+37.6%
-137.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.0% | +6.8% | +10.4% |
| 7D | +11.4% | -11.0% | +22.5% | +0.5% |
| 30D | -40.5% | -8.2% | -32.3% | -44.9% |
| 3M | -80.1% | -8.5% | -71.6% | -81.6% |
| 6M | -74.8% | -12.0% | -62.9% | -77.9% |
| YTD | -84.0% | +3.1% | -87.0% | -86.6% |
| 1Y | -89.7% | +2.9% | -92.6% | -91.4% |
| All | -99.9% | +37.6% | -137.5% | -99.9% |
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