+32.4%
ROK vs AMRZ
-20.3%
+52.6%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.6% |
| 7D | -1.6% | -8.1% | +6.5% | +1.3% |
| 30D | -5.4% | -14.8% | +9.4% | 0.0% |
| 3M | -4.0% | -19.7% | +15.8% | +3.2% |
| 6M | +13.3% | -30.8% | +44.1% | +27.5% |
| YTD | +9.3% | -24.3% | +33.6% | +19.5% |
| 1Y | +25.8% | -24.0% | +49.8% | +36.4% |
| All | +32.4% | -20.3% | +52.6% | +40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling