-99.9%
AMIX vs ROK
+30.2%
-130.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | -1.1% |
| 7D | -16.0% | -13.8% | -2.2% | -25.6% |
| 30D | -55.4% | -14.9% | -40.5% | -61.1% |
| 3M | -87.5% | -14.7% | -72.8% | -89.1% |
| 6M | -81.2% | -17.7% | -63.5% | -84.1% |
| YTD | -86.8% | -2.5% | -84.4% | -89.4% |
| 1Y | -91.6% | +2.3% | -93.8% | -93.3% |
| All | -99.9% | +30.2% | -130.2% | -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 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