+1,133.9%
ROK vs AMP
+2,108.3%
-974.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.7% |
| 7D | +2.8% | +2.6% | +0.2% | +1.4% |
| 30D | -2.4% | +0.8% | -3.3% | -2.9% |
| 3M | -4.7% | +24.3% | -29.0% | -15.1% |
| 6M | +16.8% | +20.6% | -3.8% | +5.4% |
| YTD | +11.4% | +14.6% | -3.3% | +3.0% |
| 1Y | +26.2% | +14.5% | +11.6% | +16.5% |
| 3Y | +51.9% | +67.9% | -16.1% | +15.1% |
| 5Y | +46.4% | +122.5% | -76.1% | -5.1% |
| 10Y | +343.5% | +573.3% | -229.8% | +52.6% |
| All | +1,133.9% | +2,108.3% | -974.4% | +113.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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