+216.8%
ROL vs ACM
+132.1%
+84.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | +3.4% | +6.6% | -3.2% | +1.7% |
| 30D | +20.8% | +19.8% | +1.0% | +15.3% |
| 3M | +3.7% | -3.1% | +6.9% | +4.2% |
| 6M | -27.7% | -11.5% | -16.2% | -26.0% |
| YTD | -34.9% | -24.7% | -10.2% | -30.6% |
| 1Y | -33.3% | -45.1% | +11.7% | -23.1% |
| 3Y | +4.3% | -8.9% | +13.2% | +3.2% |
| 5Y | +15.0% | +5.4% | +9.6% | +8.2% |
| All | +216.8% | +132.1% | +84.7% | +136.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling