+268.2%
ROK vs AMBA
+7.9%
+260.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.5% | -1.3% | +1.5% |
| 7D | -8.5% | +2.6% | -11.1% | -8.9% |
| 30D | -6.4% | -3.6% | -2.8% | -5.6% |
| 3M | -8.8% | -24.6% | +15.8% | -3.3% |
| 6M | -10.5% | -21.6% | +11.1% | -8.7% |
| YTD | +5.4% | -11.8% | +17.2% | +3.5% |
| 1Y | +5.0% | -33.2% | +38.2% | +9.1% |
| 3Y | +64.3% | +24.5% | +39.8% | +39.4% |
| 5Y | +34.0% | -67.7% | +101.6% | +40.2% |
| 10Y | +268.2% | +4.7% | +263.4% | +144.5% |
| All | +268.2% | +7.9% | +260.3% | +144.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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