+133.7%
AMT vs ROK
+270.1%
-136.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +0.4% |
| 7D | +1.6% | -11.0% | +12.7% | +3.6% |
| 30D | +4.5% | -8.2% | +12.7% | +5.8% |
| 3M | +13.8% | -8.5% | +22.3% | +15.1% |
| 6M | +10.0% | -12.0% | +22.0% | +11.5% |
| YTD | +11.8% | +3.1% | +8.7% | +8.9% |
| 1Y | +10.2% | +2.9% | +7.4% | +7.4% |
| 3Y | +15.1% | +60.7% | -45.5% | -2.3% |
| 5Y | -18.8% | +29.5% | -48.3% | -28.6% |
| 10Y | +133.7% | +262.6% | -128.9% | +70.2% |
| All | +133.7% | +270.1% | -136.4% | +70.2% |
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