-34.7%
ROL vs AME
+21.1%
-55.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.6% | +7.4% | +3.0% |
| 7D | +14.6% | -4.4% | +19.0% | +14.8% |
| 30D | +29.3% | -5.9% | +35.2% | +29.6% |
| 3M | +2.0% | -6.5% | +8.5% | +2.5% |
| 6M | -28.5% | +3.2% | -31.7% | -30.1% |
| YTD | -35.3% | +16.0% | -51.3% | -38.7% |
| 1Y | -34.7% | +20.4% | -55.1% | -39.5% |
| All | -34.7% | +21.1% | -55.8% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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