-32.3%
AMT vs ROK
+46.6%
-79.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.1% |
| 7D | -0.2% | +2.8% | -2.9% | -0.5% |
| 30D | +1.8% | -2.4% | +4.2% | +2.1% |
| 3M | -6.2% | -4.7% | -1.5% | -6.0% |
| 6M | -5.0% | +16.8% | -21.7% | -8.3% |
| YTD | +2.1% | +11.4% | -9.3% | -0.9% |
| 1Y | -5.7% | +26.2% | -31.9% | -10.7% |
| 3Y | +7.9% | +51.9% | -43.9% | -3.6% |
| 5Y | -32.3% | +46.4% | -78.7% | -40.8% |
| All | -32.3% | +46.6% | -79.0% | -40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling