-36.0%
ROL vs ACM
-45.8%
+9.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -1.4% | -3.7% | +2.3% | -0.9% |
| 30D | -4.1% | -11.1% | +7.0% | -2.6% |
| 3M | -22.5% | -8.0% | -14.5% | -21.7% |
| 6M | -37.7% | -29.7% | -8.0% | -33.6% |
| YTD | -39.6% | -29.4% | -10.2% | -34.6% |
| 1Y | -36.0% | -46.4% | +10.4% | -32.8% |
| All | -36.0% | -45.8% | +9.8% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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