+1,536.7%
ROL vs ACM
+233.3%
+1,303.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | +9.5% | +5.4% | +4.1% | +7.8% |
| 30D | +22.9% | +15.1% | +7.8% | +17.8% |
| 3M | +3.5% | -10.5% | +14.0% | +6.6% |
| 6M | -29.4% | -19.7% | -9.7% | -25.3% |
| YTD | -36.1% | -28.8% | -7.2% | -30.0% |
| 1Y | -34.4% | -47.9% | +13.5% | -21.2% |
| 3Y | +4.0% | -12.4% | +16.4% | +4.3% |
| 5Y | +13.2% | +0.6% | +12.7% | +7.4% |
| 10Y | +219.7% | +161.3% | +58.4% | +105.1% |
| All | +1,536.7% | +233.3% | +1,303.4% | +699.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling