+14,370.1%
ROK vs AME
+18,892.6%
-4,522.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.7% | +2.0% |
| 7D | -8.5% | +1.1% | -9.6% | -8.7% |
| 30D | -6.4% | -4.1% | -2.3% | -4.0% |
| 3M | -8.8% | -6.3% | -2.5% | -5.4% |
| 6M | -10.5% | +3.5% | -14.1% | -12.0% |
| YTD | +5.4% | +17.3% | -11.9% | -2.7% |
| 1Y | +5.0% | +22.0% | -17.0% | -5.1% |
| 3Y | +64.3% | +62.0% | +2.3% | +28.3% |
| 5Y | +34.0% | +78.5% | -44.5% | +0.9% |
| 10Y | +268.2% | +441.6% | -173.5% | +67.1% |
| All | +14,370.1% | +18,892.6% | -4,522.5% | +2,472.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling