+216.8%
ROL vs AMBA
+4.2%
+212.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | -0.2% |
| 7D | +3.4% | -2.6% | +6.0% | +3.5% |
| 30D | +20.8% | -10.5% | +31.2% | +21.4% |
| 3M | +3.7% | -26.4% | +30.2% | +5.3% |
| 6M | -27.7% | -20.9% | -6.8% | -27.7% |
| YTD | -34.9% | -14.8% | -20.1% | -35.6% |
| 1Y | -33.3% | -36.1% | +2.8% | -32.7% |
| 3Y | +4.3% | +20.2% | -15.9% | -3.2% |
| 5Y | +15.0% | -67.2% | +82.2% | +15.4% |
| All | +216.8% | +4.2% | +212.6% | +156.1% |
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