+76.4%
AMZN vs ROK
+50.3%
+26.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.5% |
| 7D | -1.0% | +0.2% | -1.2% | -1.1% |
| 30D | -9.2% | -1.8% | -7.4% | -8.7% |
| 3M | +3.4% | -7.2% | +10.5% | +5.7% |
| 6M | +18.2% | +14.2% | +4.1% | +11.1% |
| YTD | +9.3% | +10.6% | -1.2% | +3.5% |
| 1Y | +5.9% | +25.9% | -20.0% | -5.0% |
| All | +76.4% | +50.3% | +26.1% | +40.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling