+263.4%
ROK vs ACM
+132.6%
+130.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.7% |
| 7D | +7.1% | +5.6% | +1.4% | +3.9% |
| 30D | -5.0% | +20.8% | -25.8% | -14.2% |
| 3M | -9.4% | +11.4% | -20.8% | -15.1% |
| 6M | -11.0% | +0.9% | -11.9% | -13.3% |
| YTD | +4.4% | -24.8% | +29.3% | +18.8% |
| 1Y | +7.4% | -46.4% | +53.9% | +47.8% |
| 3Y | +61.0% | -9.2% | +70.2% | +61.3% |
| 5Y | +30.4% | +5.0% | +25.4% | +19.2% |
| All | +263.4% | +132.6% | +130.8% | +109.8% |
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