+650.8%
ROK vs AMCR
+102.7%
+548.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.4% |
| 7D | +2.8% | -1.8% | +4.6% | +3.5% |
| 30D | -2.4% | -6.0% | +3.6% | -0.2% |
| 3M | -4.7% | +18.9% | -23.6% | -10.9% |
| 6M | +16.8% | +5.7% | +11.1% | +13.7% |
| YTD | +11.4% | +11.1% | +0.3% | +6.1% |
| 1Y | +26.2% | +14.4% | +11.7% | +18.7% |
| 3Y | +51.9% | +13.0% | +38.9% | +41.9% |
| 5Y | +46.4% | -7.5% | +53.9% | +46.9% |
| 10Y | +343.5% | +20.1% | +323.4% | +292.6% |
| All | +650.8% | +102.7% | +548.1% | +551.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling