+4.0%
ROL vs ACM
-12.3%
+16.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | +9.5% | +5.4% | +4.1% | +8.4% |
| 30D | +22.9% | +15.1% | +7.8% | +19.7% |
| 3M | +3.5% | -10.5% | +14.0% | +5.2% |
| 6M | -29.4% | -19.7% | -9.7% | -26.9% |
| YTD | -36.1% | -28.8% | -7.2% | -31.9% |
| 1Y | -34.4% | -47.9% | +13.5% | -27.0% |
| 3Y | +4.0% | -12.4% | +16.4% | +2.4% |
| All | +4.0% | -12.3% | +16.3% | +2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling