+1,433.3%
AMT vs ROK
+3,848.7%
-2,415.4%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.6% | -3.5% | -1.1% |
| 7D | +0.4% | -11.5% | +11.9% | +4.0% |
| 30D | +3.7% | -10.0% | +13.7% | +6.7% |
| 3M | +10.7% | -11.4% | +22.2% | +14.3% |
| 6M | +9.3% | -13.7% | +22.9% | +12.5% |
| YTD | +10.9% | +1.0% | +9.9% | +7.2% |
| 1Y | +10.5% | +5.6% | +4.9% | +5.0% |
| 3Y | +15.5% | +59.1% | -43.5% | -9.7% |
| 5Y | -20.6% | +26.1% | -46.7% | -34.1% |
| 10Y | +124.5% | +266.4% | -141.9% | +14.9% |
| All | +1,433.3% | +3,848.7% | -2,415.4% | +104.3% |
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