+391.3%
ROK vs AMC
-98.1%
+489.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.3% | -3.0% | +1.1% |
| 7D | +0.7% | +2.3% | -1.6% | +0.6% |
| 30D | -3.3% | -0.7% | -2.6% | -3.3% |
| 3M | -5.9% | +35.2% | -41.1% | -7.2% |
| 6M | +13.9% | +124.6% | -110.7% | +10.0% |
| YTD | +12.6% | +69.9% | -57.3% | +9.7% |
| 1Y | +28.6% | -2.6% | +31.2% | +27.4% |
| 3Y | +45.1% | -79.8% | +124.9% | +47.5% |
| 5Y | +45.6% | -99.4% | +145.0% | +57.3% |
| 10Y | +345.0% | -98.9% | +443.9% | +342.9% |
| All | +391.3% | -98.1% | +489.4% | +294.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling