+48.1%
ROK vs AMBA
-54.5%
+102.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.5% |
| 7D | +0.7% | -11.0% | +11.6% | +3.3% |
| 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% | +7.2% |
| YTD | +12.6% | -11.2% | +23.8% | +10.8% |
| 1Y | +28.6% | -22.5% | +51.1% | +28.8% |
| 3Y | +45.1% | -1.3% | +46.4% | +29.4% |
| All | +48.1% | -54.5% | +102.6% | +33.8% |
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