+6.2%
ROL vs AMC
-72.0%
+78.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -12.5% | +13.5% | +1.1% |
| 7D | +11.7% | 0.0% | +11.7% | +11.7% |
| 30D | +27.7% | +4.4% | +23.3% | +27.7% |
| 3M | +3.7% | +15.4% | -11.7% | +3.5% |
| 6M | -27.8% | +93.7% | -121.5% | -28.2% |
| YTD | -34.7% | +97.4% | -132.1% | -35.3% |
| 1Y | -34.1% | +23.2% | -57.3% | -34.6% |
| All | +6.2% | -72.0% | +78.2% | +5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling