-13.4%
ROL vs AMDL
+102.5%
-115.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -17.6% | +20.1% | +2.3% |
| 7D | +3.0% | +37.2% | -34.2% | +3.5% |
| 30D | +19.8% | -24.0% | +43.8% | +19.8% |
| 3M | +7.9% | -1.0% | +8.9% | +8.1% |
| 6M | -25.6% | -3.2% | -22.4% | -25.7% |
| YTD | -34.1% | +232.2% | -266.4% | -35.2% |
| 1Y | -31.4% | +137.7% | -169.1% | -32.2% |
| All | -13.4% | +102.5% | -115.9% | -16.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling