+341.2%
ROK vs ACM
+131.7%
+209.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.2% |
| 7D | -1.6% | -5.9% | +4.3% | +1.6% |
| 30D | -5.4% | -6.2% | +0.8% | -3.0% |
| 3M | -4.0% | -7.9% | +3.9% | -1.4% |
| 6M | +13.3% | -30.6% | +43.9% | +35.0% |
| YTD | +9.3% | -33.3% | +42.6% | +32.3% |
| 1Y | +25.8% | -49.2% | +75.0% | +75.6% |
| 3Y | +49.1% | -23.5% | +72.6% | +64.3% |
| 5Y | +45.9% | +0.9% | +44.9% | +36.8% |
| All | +341.2% | +131.7% | +209.5% | +170.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling