+105.4%
AMT vs ROK
+343.9%
-238.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | +1.5% | +0.2% | +1.3% | +1.4% |
| 30D | +3.7% | -1.8% | +5.5% | +4.0% |
| 3M | -7.2% | -7.2% | 0.0% | -6.4% |
| 6M | -4.2% | +14.2% | -18.3% | -7.8% |
| YTD | +1.9% | +10.6% | -8.7% | -1.6% |
| 1Y | -6.4% | +25.9% | -32.3% | -12.2% |
| 3Y | +7.7% | +50.8% | -43.0% | -5.7% |
| 5Y | -30.9% | +47.0% | -77.9% | -40.6% |
| 10Y | +105.4% | +354.9% | -249.5% | +42.2% |
| All | +105.4% | +343.9% | -238.5% | +42.2% |
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