+15,354.0%
ROK vs AME
+18,709.1%
-3,355.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +0.5% |
| 7D | +0.7% | +0.6% | +0.1% | +0.4% |
| 30D | -3.3% | -6.7% | +3.4% | +0.3% |
| 3M | -5.9% | +4.1% | -9.9% | -7.9% |
| 6M | +13.9% | +1.6% | +12.3% | +13.0% |
| YTD | +12.6% | +16.1% | -3.6% | +4.2% |
| 1Y | +28.6% | +27.3% | +1.3% | +13.1% |
| 3Y | +45.1% | +50.9% | -5.8% | +17.4% |
| 5Y | +45.6% | +81.4% | -35.8% | +8.6% |
| 10Y | +345.0% | +417.0% | -71.9% | +106.0% |
| All | +15,354.0% | +18,709.1% | -3,355.1% | +2,654.6% |
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