+61.7%
ROK vs AMC
-58.0%
+119.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.3% |
| 7D | +6.1% | +8.4% | -2.4% | +5.4% |
| 30D | -6.5% | +9.2% | -15.6% | -7.0% |
| 3M | -10.2% | +32.0% | -42.2% | -12.1% |
| 6M | -10.6% | +149.3% | -159.9% | -17.6% |
| YTD | +4.9% | +114.1% | -109.2% | -2.7% |
| 1Y | +3.8% | +35.8% | -32.0% | -0.9% |
| All | +61.7% | -58.0% | +119.7% | +68.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling