+15.5%
ROL vs AMC
-99.1%
+114.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.2% |
| 7D | +0.8% | -2.8% | +3.6% | +0.8% |
| 30D | +20.6% | +14.0% | +6.6% | +20.2% |
| 3M | +4.5% | +42.5% | -38.0% | +3.5% |
| 6M | -26.5% | +142.6% | -169.1% | -28.4% |
| YTD | -34.8% | +119.2% | -154.1% | -36.5% |
| 1Y | -33.2% | +40.7% | -73.9% | -34.3% |
| 3Y | +4.5% | -57.3% | +61.8% | +4.5% |
| 5Y | +15.5% | -99.1% | +114.7% | +37.6% |
| All | +15.5% | -99.1% | +114.6% | +37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling