+174.6%
ARM vs ROK
+36.7%
+137.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.4% | +6.1% | +5.8% |
| 7D | -15.2% | -13.8% | -1.4% | -4.8% |
| 30D | -40.7% | -14.9% | -25.7% | -32.5% |
| 3M | -39.1% | -14.7% | -24.4% | -30.6% |
| 6M | -26.4% | -17.7% | -8.7% | -14.2% |
| YTD | +59.7% | -2.5% | +62.2% | +63.0% |
| 1Y | +10.3% | +2.3% | +8.1% | +8.7% |
| 3Y | +228.9% | +52.7% | +176.1% | +130.7% |
| All | +174.6% | +36.7% | +137.9% | +99.6% |
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