+30.9%
ROK vs AMBA
-68.7%
+99.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | 0.0% |
| 7D | +6.1% | +10.7% | -4.6% | +3.6% |
| 30D | -6.5% | -5.0% | -1.5% | -5.4% |
| 3M | -10.2% | -26.9% | +16.7% | -4.1% |
| 6M | -10.6% | -21.9% | +11.3% | -8.8% |
| YTD | +4.9% | -13.8% | +18.7% | +3.4% |
| 1Y | +3.8% | -36.1% | +39.9% | +9.0% |
| 3Y | +63.5% | +21.6% | +41.9% | +38.3% |
| 5Y | +30.9% | -68.8% | +99.7% | +25.7% |
| All | +30.9% | -68.7% | +99.7% | +25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling