+25.0%
ROK vs AMRZ
-11.5%
+36.5%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.2% | -5.8% | -2.4% |
| 7D | 0.0% | +10.3% | -10.3% | -3.6% |
| 30D | -2.5% | +18.7% | -21.2% | -8.6% |
| 3M | 0.0% | -14.6% | +14.6% | +5.8% |
| 6M | +11.6% | -12.9% | +24.5% | +16.5% |
| YTD | +15.2% | -17.4% | +32.5% | +22.3% |
| 1Y | +25.0% | -12.3% | +37.3% | +31.5% |
| All | +25.0% | -11.5% | +36.5% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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