+214.7%
ROL vs AME
+438.4%
-223.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +3.4% | -4.1% | +7.5% | +4.9% |
| 30D | +20.8% | -4.1% | +24.9% | +22.3% |
| 3M | +3.7% | -5.6% | +9.4% | +5.4% |
| 6M | -27.7% | +2.8% | -30.5% | -29.6% |
| YTD | -34.9% | +16.6% | -51.5% | -40.4% |
| 1Y | -33.3% | +21.1% | -54.4% | -40.0% |
| 3Y | +4.3% | +61.1% | -56.8% | -19.8% |
| 5Y | +15.0% | +76.6% | -61.6% | -16.5% |
| 10Y | +214.7% | +431.3% | -216.6% | +44.0% |
| All | +214.7% | +438.4% | -223.7% | +44.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling