+21.8%
ROK vs ACM
-2.7%
+24.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -13.8% | +5.4% | -19.2% | -16.0% |
| 30D | -14.9% | +15.1% | -30.1% | -20.9% |
| 3M | -14.7% | -10.5% | -4.2% | -10.4% |
| 6M | -17.7% | -19.7% | +2.0% | -8.7% |
| YTD | -2.5% | -28.8% | +26.4% | +15.5% |
| 1Y | +2.3% | -47.9% | +50.1% | +47.1% |
| 3Y | +52.7% | -12.4% | +65.1% | +50.8% |
| All | +21.8% | -2.7% | +24.5% | +10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling