+598.3%
ROL vs AMCR
+100.2%
+498.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.0% | -49.0% | -38.0% |
| 3Y | -5.1% | +6.9% | -12.1% | -7.8% |
| 5Y | -3.4% | -10.5% | +7.1% | -3.4% |
| 10Y | +215.2% | +20.9% | +194.4% | +193.9% |
| All | +598.3% | +100.2% | +498.0% | +545.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling