+48.3%
ROK vs AMBA
-1.0%
+49.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.5% |
| 7D | +0.7% | -11.0% | +11.6% | +3.2% |
| 30D | -3.3% | -23.2% | +19.9% | +2.3% |
| 3M | -5.9% | -12.7% | +6.9% | -5.1% |
| 6M | +13.9% | +11.2% | +2.7% | +6.8% |
| YTD | +12.6% | -11.2% | +23.8% | +10.4% |
| 1Y | +28.6% | -22.5% | +51.1% | +28.4% |
| All | +48.3% | -1.0% | +49.3% | +36.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling