+205.1%
ROL vs AMCR
+16.5%
+188.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | -3.2% | -5.0% | +1.7% | -2.0% |
| 30D | -6.6% | -8.0% | +1.4% | -4.7% |
| 3M | -27.3% | +14.3% | -41.6% | -29.9% |
| 6M | -38.1% | +5.3% | -43.4% | -39.3% |
| YTD | -41.8% | +7.7% | -49.5% | -43.5% |
| 1Y | -37.8% | +10.8% | -48.6% | -40.2% |
| 3Y | -0.3% | +9.6% | -9.9% | -5.3% |
| 5Y | -5.1% | -10.2% | +5.1% | -5.2% |
| All | +205.1% | +16.5% | +188.6% | +175.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling