+598.3%
ROL vs AMCR
+106.4%
+491.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-07.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -1.4% | -1.9% | +0.4% | -1.1% |
| 30D | -4.1% | -4.1% | 0.0% | -3.4% |
| 3M | -22.5% | +21.7% | -44.2% | -25.4% |
| 6M | -37.7% | +1.5% | -39.1% | -38.1% |
| YTD | -39.6% | +13.1% | -52.7% | -41.4% |
| 1Y | -36.0% | +16.5% | -52.5% | -38.3% |
| 3Y | -5.1% | +10.3% | -15.4% | -8.4% |
| 5Y | -3.4% | -7.7% | +4.3% | -4.0% |
| 10Y | +215.2% | +24.6% | +190.6% | +192.1% |
| All | +598.3% | +106.4% | +491.8% | +541.5% |
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 1990-01-01 to 2026-09-07: 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…
1990-01-01 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling