+216.0%
ROL vs AMBA
-0.9%
+216.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.1% | -8.2% | -2.4% |
| 7D | +9.5% | -7.2% | +16.7% | +9.9% |
| 30D | +22.9% | -10.4% | +33.3% | +23.5% |
| 3M | +3.5% | -30.1% | +33.7% | +5.4% |
| 6M | -29.4% | -22.4% | -7.0% | -29.3% |
| YTD | -36.1% | -17.3% | -18.7% | -36.6% |
| 1Y | -34.4% | -35.4% | +1.0% | -33.9% |
| 3Y | +4.0% | +18.6% | -14.6% | -3.5% |
| 5Y | +13.2% | -69.8% | +83.0% | +14.4% |
| All | +216.0% | -0.9% | +216.9% | +155.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling