+386.4%
ROL vs AMC
-98.1%
+484.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.3% | -3.9% | +0.4% |
| 7D | -1.4% | +2.3% | -3.7% | -1.4% |
| 30D | -4.1% | -0.7% | -3.3% | -4.1% |
| 3M | -22.5% | +35.2% | -57.7% | -22.5% |
| 6M | -37.7% | +124.6% | -162.2% | -37.7% |
| YTD | -39.6% | +69.9% | -109.4% | -39.6% |
| 1Y | -36.0% | -2.6% | -33.4% | -36.1% |
| 3Y | -5.1% | -79.8% | +74.6% | -5.2% |
| 5Y | -3.4% | -99.4% | +96.0% | -3.9% |
| 10Y | +215.2% | -98.9% | +314.1% | +258.8% |
| All | +386.4% | -98.1% | +484.5% | +391.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling