+48.1%
ROK vs ACM
+5.0%
+43.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.5% |
| 7D | +0.7% | -3.7% | +4.4% | +2.7% |
| 30D | -3.3% | -11.1% | +7.8% | +1.9% |
| 3M | -5.9% | -8.0% | +2.1% | -3.1% |
| 6M | +13.9% | -29.7% | +43.5% | +36.1% |
| YTD | +12.6% | -29.4% | +41.9% | +33.3% |
| 1Y | +28.6% | -46.4% | +75.0% | +78.5% |
| 3Y | +45.1% | -22.3% | +67.5% | +56.3% |
| All | +48.1% | +5.0% | +43.1% | +35.2% |
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 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