+12.2%
AMZN vs ROK
+4.7%
+7.6%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +2.8% | +7.1% | -4.2% | +1.2% |
| 30D | +5.0% | -5.0% | +9.9% | +5.8% |
| 3M | +0.6% | -9.4% | +10.0% | +2.5% |
| 6M | -1.3% | -11.0% | +9.7% | +0.6% |
| YTD | +15.5% | +4.4% | +11.1% | +10.6% |
| 1Y | +12.2% | +7.4% | +4.8% | +4.9% |
| All | +12.2% | +4.7% | +7.6% | +4.9% |
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