-6.4%
AMT vs ROK
+25.5%
-31.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.2% |
| 7D | +1.5% | +0.2% | +1.3% | +1.5% |
| 30D | +3.7% | -1.8% | +5.5% | +3.6% |
| 3M | -7.2% | -7.2% | 0.0% | -7.9% |
| 6M | -4.2% | +14.2% | -18.3% | -6.0% |
| YTD | +1.9% | +10.6% | -8.7% | +0.1% |
| 1Y | -6.4% | +25.9% | -32.3% | -8.0% |
| All | -6.4% | +25.5% | -31.8% | -8.0% |
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