-34.7%
ROL vs AMBA
-25.6%
-9.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.7% | +4.5% | +2.6% |
| 7D | +14.6% | -8.1% | +22.6% | +14.0% |
| 30D | +29.3% | -10.8% | +40.0% | +28.5% |
| 3M | +2.0% | -25.9% | +27.9% | +0.8% |
| 6M | -28.5% | -13.9% | -14.7% | -28.2% |
| YTD | -35.3% | -14.0% | -21.3% | -35.3% |
| 1Y | -34.7% | -25.7% | -9.0% | -34.7% |
| All | -34.7% | -25.6% | -9.1% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 1y: compounded portfolio wealth divided by compounded AMBA 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…
1y analysis · Full analysis span regression · 6 months rolling