-37.9%
ROL vs ACM
-47.1%
+9.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.4% |
| 7D | -3.4% | -0.3% | -3.1% | -3.4% |
| 30D | -6.9% | -12.9% | +6.0% | -5.2% |
| 3M | -24.6% | -6.4% | -18.2% | -24.0% |
| 6M | -39.5% | -29.2% | -10.3% | -35.7% |
| YTD | -41.1% | -29.9% | -11.2% | -36.2% |
| 1Y | -37.9% | -47.3% | +9.3% | -34.7% |
| All | -37.9% | -47.1% | +9.2% | -34.7% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling