+615.4%
ROK vs AMBA
+772.6%
-157.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.1% | -7.5% | -2.6% |
| 7D | -13.8% | -7.2% | -6.6% | -12.5% |
| 30D | -14.9% | -10.4% | -4.6% | -13.1% |
| 3M | -14.7% | -30.1% | +15.5% | -8.9% |
| 6M | -17.7% | -22.4% | +4.8% | -16.0% |
| YTD | -2.5% | -17.3% | +14.9% | -2.5% |
| 1Y | +2.3% | -35.4% | +37.6% | +6.6% |
| 3Y | +52.7% | +18.6% | +34.1% | +35.3% |
| 5Y | +20.5% | -69.8% | +90.4% | +27.1% |
| 10Y | +284.0% | +1.1% | +282.9% | +201.0% |
| All | +615.4% | +772.6% | -157.2% | +260.8% |
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 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