-33.1%
ROL vs AMC
+40.5%
-73.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +8.3% | -6.2% | +1.9% |
| 7D | +7.5% | +6.6% | +0.9% | +7.3% |
| 30D | +21.1% | +14.1% | +7.0% | +20.7% |
| 3M | +3.1% | +31.3% | -28.1% | +2.5% |
| 6M | -27.4% | +126.7% | -154.1% | -29.2% |
| YTD | -34.7% | +117.9% | -152.7% | -37.6% |
| All | -33.1% | +40.5% | -73.6% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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