+0.9%
ROK vs AMDL
+127.5%
-126.7%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +26.8% | -23.2% | +0.6% |
| 7D | -11.5% | +10.3% | -21.8% | -13.1% |
| 30D | -10.0% | -38.3% | +28.3% | -7.2% |
| 3M | -11.4% | -8.7% | -2.7% | -12.6% |
| 6M | -13.7% | -14.4% | +0.7% | -16.7% |
| YTD | +1.0% | +206.9% | -205.9% | -17.2% |
| All | +0.9% | +127.5% | -126.7% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 1y: compounded portfolio wealth divided by compounded AMDL 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…
1y analysis · Full analysis span regression · 6 months rolling