-89.7%
AMIX vs ROK
+6.7%
-96.4%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.0% | +6.8% | +14.1% |
| 7D | +11.4% | -11.0% | +22.5% | -28.9% |
| 30D | -40.5% | -8.2% | -32.3% | -59.0% |
| 3M | -80.1% | -8.5% | -71.6% | -87.0% |
| 6M | -74.8% | -12.0% | -62.9% | -85.9% |
| YTD | -84.0% | +3.1% | -87.0% | -91.1% |
| 1Y | -89.7% | +2.9% | -92.6% | -94.1% |
| All | -89.7% | +6.7% | -96.4% | -94.1% |
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