+262.6%
ROK vs AMBA
+4.3%
+258.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.1% | +4.1% | +2.5% |
| 7D | -11.0% | -2.6% | -8.4% | -10.4% |
| 30D | -8.2% | -10.5% | +2.3% | -5.9% |
| 3M | -8.5% | -26.4% | +18.0% | -2.4% |
| 6M | -12.0% | -20.9% | +8.9% | -10.4% |
| YTD | +3.1% | -14.8% | +17.9% | +2.0% |
| 1Y | +2.9% | -36.1% | +38.9% | +8.0% |
| 3Y | +60.7% | +20.2% | +40.4% | +37.4% |
| 5Y | +29.5% | -67.2% | +96.7% | +35.1% |
| 10Y | +262.6% | +5.0% | +257.7% | +142.7% |
| All | +262.6% | +4.3% | +258.3% | +142.7% |
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