-18.9%
ROL vs AHR
+360.2%
-379.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.5% | -0.1% |
| 7D | -3.2% | -3.0% | -0.2% | -2.6% |
| 30D | -6.6% | +2.6% | -9.2% | -7.1% |
| 3M | -27.3% | +16.0% | -43.3% | -29.3% |
| 6M | -38.1% | +3.1% | -41.2% | -38.6% |
| YTD | -41.8% | +16.0% | -57.8% | -43.5% |
| 1Y | -37.8% | +28.0% | -65.8% | -40.8% |
| All | -18.9% | +360.2% | -379.1% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 5y: compounded portfolio wealth divided by compounded AHR 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…
5y analysis · Full analysis span regression · 6 months rolling