+15.6%
ROL vs AMBA
-72.1%
+87.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -9.4% | +10.4% | +1.2% |
| 7D | +11.7% | -14.6% | +26.3% | +12.2% |
| 30D | +27.7% | -18.8% | +46.5% | +28.3% |
| 3M | +3.7% | -32.6% | +36.3% | +4.8% |
| 6M | -27.8% | -25.8% | -2.0% | -27.7% |
| YTD | -34.7% | -22.1% | -12.6% | -35.0% |
| 1Y | -34.1% | -36.2% | +2.1% | -33.8% |
| 3Y | +5.9% | +10.0% | -4.1% | -0.2% |
| 5Y | +15.6% | -71.6% | +87.2% | +13.2% |
| All | +15.6% | -72.1% | +87.7% | +13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling