+50.9%
AMZN vs ROK
+30.9%
+19.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | +2.8% | +6.1% | -3.3% | +0.1% |
| 30D | +3.4% | -6.5% | +9.9% | +5.8% |
| 3M | +0.1% | -10.2% | +10.2% | +4.2% |
| 6M | +0.6% | -10.6% | +11.2% | +4.2% |
| YTD | +15.9% | +4.9% | +11.0% | +9.6% |
| 1Y | +9.5% | +3.8% | +5.7% | +4.1% |
| 3Y | +86.3% | +63.5% | +22.8% | +31.9% |
| All | +50.9% | +30.9% | +19.9% | +7.5% |
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