+7.4%
ROK vs AMBA
-35.5%
+42.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.1% |
| 7D | +7.1% | +2.7% | +4.4% | +6.5% |
| 30D | -5.0% | -2.2% | -2.8% | -4.5% |
| 3M | -9.4% | -26.6% | +17.3% | -4.5% |
| 6M | -11.0% | -26.8% | +15.8% | -8.5% |
| YTD | +4.4% | -15.1% | +19.6% | +2.2% |
| 1Y | +7.4% | -32.3% | +39.7% | +7.0% |
| All | +7.4% | -35.5% | +42.9% | +7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling