-37.8%
ROL vs AMCR
+11.5%
-49.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | -3.2% | -5.0% | +1.7% | -2.7% |
| 30D | -6.6% | -8.0% | +1.4% | -5.7% |
| 3M | -27.3% | +14.3% | -41.6% | -28.3% |
| 6M | -38.1% | +5.3% | -43.4% | -38.4% |
| YTD | -41.8% | +7.7% | -49.5% | -42.3% |
| 1Y | -37.8% | +10.8% | -48.6% | -38.0% |
| All | -37.8% | +11.5% | -49.3% | -38.0% |
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