+51.9%
ROK vs ACM
-19.8%
+71.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.7% |
| 7D | +2.8% | -0.3% | +3.1% | +2.9% |
| 30D | -2.4% | -12.9% | +10.5% | +3.5% |
| 3M | -4.7% | -6.4% | +1.7% | -3.1% |
| 6M | +16.8% | -29.2% | +46.0% | +38.0% |
| YTD | +11.4% | -29.9% | +41.3% | +31.4% |
| 1Y | +26.2% | -47.3% | +73.4% | +75.6% |
| 3Y | +51.9% | -19.6% | +71.5% | +57.0% |
| All | +51.9% | -19.8% | +71.7% | +57.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling