+25.0%
ROK vs ACM
-46.6%
+71.6%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.9% | -3.5% | -1.1% |
| 7D | 0.0% | +9.5% | -9.5% | -1.7% |
| 30D | -2.5% | +14.7% | -17.2% | -5.0% |
| 3M | 0.0% | -9.5% | +9.5% | +2.4% |
| 6M | +11.6% | -18.0% | +29.6% | +17.2% |
| YTD | +15.2% | -27.3% | +42.5% | +26.4% |
| 1Y | +25.0% | -47.0% | +72.0% | +37.2% |
| All | +25.0% | -46.6% | +71.6% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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