-5.1%
ROL vs AMCR
-9.3%
+4.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.6% | -0.5% |
| 7D | -3.3% | -6.3% | +3.0% | -1.6% |
| 30D | -7.2% | -7.1% | -0.1% | -5.4% |
| 3M | -27.0% | +12.7% | -39.6% | -29.5% |
| 6M | -39.5% | +5.2% | -44.7% | -40.7% |
| YTD | -41.8% | +8.1% | -49.9% | -43.7% |
| 1Y | -38.9% | +11.7% | -50.6% | -41.6% |
| 3Y | -0.4% | +9.9% | -10.3% | -7.0% |
| All | -5.1% | -9.3% | +4.2% | -6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling