-33.3%
ROL vs AMDL
+133.6%
-166.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | -0.2% |
| 7D | +3.4% | +5.4% | -2.0% | +4.1% |
| 30D | +20.8% | -36.6% | +57.4% | +19.8% |
| 3M | +3.7% | -1.0% | +4.7% | +4.4% |
| 6M | -27.7% | -12.1% | -15.6% | -27.2% |
| YTD | -34.9% | +215.1% | -250.0% | -33.6% |
| 1Y | -33.3% | +130.4% | -163.7% | -32.4% |
| All | -33.3% | +133.6% | -166.9% | -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