+266.4%
ROK vs AMBA
+12.8%
+253.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.3% | -1.7% | +2.4% |
| 7D | -11.5% | 0.0% | -11.5% | -11.4% |
| 30D | -10.0% | -8.6% | -1.4% | -8.1% |
| 3M | -11.4% | -29.0% | +17.5% | -4.8% |
| 6M | -13.7% | -19.2% | +5.5% | -12.6% |
| YTD | +1.0% | -13.0% | +14.0% | -0.4% |
| 1Y | +5.6% | -31.3% | +36.9% | +9.1% |
| 3Y | +59.1% | +28.1% | +30.9% | +34.1% |
| 5Y | +26.1% | -69.4% | +95.6% | +33.6% |
| 10Y | +266.4% | +7.6% | +258.8% | +144.3% |
| All | +266.4% | +12.8% | +253.6% | +144.3% |
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