+12.8%
ARM vs ROK
+0.9%
+11.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.4% | +6.1% | +5.9% |
| 7D | -15.2% | -13.8% | -1.4% | -3.9% |
| 30D | -40.7% | -14.9% | -25.7% | -31.8% |
| 3M | -39.1% | -14.7% | -24.4% | -29.9% |
| 6M | -26.4% | -17.7% | -8.7% | -14.3% |
| YTD | +59.7% | -2.5% | +62.2% | +57.8% |
| All | +12.8% | +0.9% | +11.8% | +12.1% |
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 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