-99.8%
AMIX vs ROK
+50.3%
-150.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -0.8% |
| 7D | -13.7% | +0.7% | -14.4% | -13.2% |
| 30D | -62.1% | -3.3% | -58.8% | -63.3% |
| 3M | -46.2% | -5.9% | -40.3% | -48.5% |
| 6M | -46.4% | +13.9% | -60.3% | -51.6% |
| YTD | -60.3% | +12.6% | -72.8% | -64.0% |
| 1Y | -79.7% | +28.6% | -108.3% | -82.1% |
| All | -99.8% | +50.3% | -150.1% | -99.8% |
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