-81.4%
AMIX vs ROK
+26.1%
-107.5%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | -3.8% |
| 7D | -3.4% | +2.8% | -6.2% | +5.9% |
| 30D | -54.4% | -2.4% | -52.0% | -58.8% |
| 3M | -45.7% | -4.7% | -41.1% | -55.3% |
| 6M | -49.2% | +16.8% | -65.9% | -61.9% |
| YTD | -60.3% | +11.4% | -71.7% | -69.5% |
| 1Y | -81.4% | +26.2% | -107.5% | -86.9% |
| All | -81.4% | +26.1% | -107.5% | -86.9% |
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 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