+661.0%
ROL vs AMCR
+100.3%
+560.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | +3.0% | -2.4% | +5.4% | +3.5% |
| 30D | +19.8% | +3.6% | +16.2% | +18.9% |
| 3M | +7.9% | -4.2% | +12.1% | +8.7% |
| 6M | -25.6% | +15.5% | -41.2% | -27.8% |
| YTD | -34.1% | +9.7% | -43.9% | -35.8% |
| 1Y | -31.4% | +8.3% | -39.7% | -32.9% |
| 3Y | +4.7% | +15.4% | -10.7% | +0.3% |
| 5Y | +15.6% | -9.1% | +24.7% | +15.3% |
| 10Y | +220.6% | +18.6% | +202.0% | +198.4% |
| All | +661.0% | +100.3% | +560.7% | +602.8% |
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