+212.7%
ROL vs AMBA
+0.6%
+212.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -1.3% |
| 7D | -1.7% | +10.7% | -12.4% | -2.3% |
| 30D | +18.5% | -5.0% | +23.6% | +18.7% |
| 3M | +4.3% | -26.9% | +31.2% | +6.0% |
| 6M | -27.7% | -21.9% | -5.8% | -27.6% |
| YTD | -35.8% | -13.8% | -22.0% | -36.5% |
| 1Y | -34.1% | -36.1% | +2.0% | -33.5% |
| 3Y | +2.9% | +21.6% | -18.7% | -4.6% |
| 5Y | +12.7% | -68.8% | +81.5% | +13.8% |
| All | +212.7% | +0.6% | +212.1% | +152.5% |
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