-18.0%
ROL vs AHR
+364.8%
-382.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.5% |
| 7D | -3.4% | -3.4% | 0.0% | -2.8% |
| 30D | -6.9% | -3.8% | -3.2% | -6.3% |
| 3M | -24.6% | +20.1% | -44.7% | -27.2% |
| 6M | -39.5% | +7.1% | -46.6% | -40.5% |
| YTD | -41.1% | +17.2% | -58.3% | -43.0% |
| 1Y | -37.9% | +30.4% | -68.3% | -41.2% |
| All | -18.0% | +364.8% | -382.7% | -32.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling