-36.0%
ROL vs AMDL
+384.9%
-420.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +9.2% | -8.8% | +0.7% |
| 7D | -1.4% | +4.5% | -6.0% | -1.3% |
| 30D | -4.1% | -4.4% | +0.3% | -4.1% |
| 3M | -22.5% | -30.5% | +8.0% | -22.6% |
| 6M | -37.7% | +300.9% | -338.5% | -35.4% |
| YTD | -39.6% | +219.9% | -259.5% | -37.4% |
| 1Y | -36.0% | +374.7% | -410.7% | -32.4% |
| All | -36.0% | +384.9% | -420.9% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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