+341.2%
ROK vs AME
+427.9%
-86.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.3% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | -5.4% | -8.6% | +3.2% | +2.3% |
| 3M | -4.0% | +5.8% | -9.7% | -9.1% |
| 6M | +13.3% | +3.8% | +9.5% | +9.2% |
| YTD | +9.3% | +14.4% | -5.1% | -3.3% |
| 1Y | +25.8% | +25.8% | 0.0% | +1.7% |
| 3Y | +49.1% | +55.2% | -6.1% | -1.1% |
| 5Y | +45.9% | +85.5% | -39.7% | -16.9% |
| All | +341.2% | +427.9% | -86.7% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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