+266.4%
ROK vs AMC
-98.6%
+365.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +8.3% | -4.7% | +3.3% |
| 7D | -11.5% | +6.6% | -18.1% | -11.7% |
| 30D | -10.0% | +14.1% | -24.1% | -10.3% |
| 3M | -11.4% | +31.3% | -42.7% | -12.3% |
| 6M | -13.7% | +126.7% | -140.4% | -16.4% |
| YTD | +1.0% | +117.9% | -116.9% | -2.2% |
| 1Y | +5.6% | +41.1% | -35.4% | +3.6% |
| 3Y | +59.1% | -61.0% | +120.0% | +59.0% |
| 5Y | +26.1% | -99.1% | +125.3% | +33.6% |
| 10Y | +266.4% | -98.7% | +365.1% | +246.8% |
| All | +266.4% | -98.6% | +365.0% | +246.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 10y: compounded portfolio wealth divided by compounded AMC 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…
10y analysis · Full analysis span regression · 6 months rolling