-36.0%
ROL vs AMCR
+11.5%
-47.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.6% |
| 7D | -1.4% | -3.3% | +1.8% | -1.1% |
| 30D | -4.1% | -5.4% | +1.4% | -3.5% |
| 3M | -22.5% | +20.0% | -42.5% | -23.9% |
| 6M | -37.7% | 0.0% | -37.7% | -37.6% |
| YTD | -39.6% | +11.5% | -51.1% | -40.3% |
| 1Y | -36.0% | +11.4% | -47.4% | -36.5% |
| All | -36.0% | +11.5% | -47.5% | -36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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