+725.7%
ROK vs AMBA
+837.3%
-111.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.4% |
| 7D | +0.7% | -11.0% | +11.6% | +2.9% |
| 30D | -3.3% | -23.2% | +19.9% | +1.6% |
| 3M | -5.9% | -12.7% | +6.9% | -5.1% |
| 6M | +13.9% | +11.2% | +2.7% | +8.4% |
| YTD | +12.6% | -11.2% | +23.8% | +11.3% |
| 1Y | +28.6% | -22.5% | +51.1% | +29.2% |
| 3Y | +45.1% | -1.3% | +46.4% | +33.1% |
| 5Y | +45.6% | -54.2% | +99.7% | +42.7% |
| 10Y | +345.0% | -6.1% | +351.2% | +250.5% |
| All | +725.7% | +837.3% | -111.6% | +311.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling