+553.0%
AMZN vs ROK
+350.4%
+202.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.2% |
| 7D | -2.7% | -1.6% | -1.1% | -2.1% |
| 30D | -7.5% | -5.4% | -2.0% | -5.6% |
| 3M | +5.8% | -4.0% | +9.8% | +6.9% |
| 6M | +17.5% | +13.3% | +4.2% | +10.8% |
| YTD | +9.1% | +9.3% | -0.2% | +3.9% |
| 1Y | +9.4% | +25.8% | -16.5% | -1.6% |
| 3Y | +82.2% | +49.1% | +33.1% | +49.2% |
| 5Y | +45.2% | +45.9% | -0.6% | +16.2% |
| All | +553.0% | +350.4% | +202.6% | +265.1% |
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