+220.7%
ROL vs AME
+444.5%
-223.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.1% | +2.4% |
| 7D | +3.0% | +5.9% | -2.9% | +0.6% |
| 30D | +19.8% | -1.9% | +21.7% | +20.1% |
| 3M | +7.9% | -5.4% | +13.3% | +9.6% |
| 6M | -25.6% | +4.9% | -30.6% | -28.3% |
| YTD | -34.1% | +18.5% | -52.6% | -40.1% |
| 1Y | -31.4% | +25.5% | -56.9% | -39.2% |
| 3Y | +4.7% | +63.0% | -58.4% | -19.9% |
| 5Y | +15.6% | +78.3% | -62.7% | -16.4% |
| All | +220.7% | +444.5% | -223.7% | +45.7% |
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